+916.4%
VRT vs BLK
+29.1%
+887.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.8% |
| 7D | -7.7% | -5.2% | -2.5% | -3.1% |
| 30D | -12.0% | -7.0% | -4.9% | -6.2% |
| 3M | -11.7% | +5.7% | -17.3% | -16.7% |
| 6M | -8.1% | +11.0% | -19.1% | -17.3% |
| YTD | +53.2% | +0.9% | +52.3% | +48.8% |
| 1Y | +81.7% | -1.6% | +83.3% | +79.0% |
| 3Y | +535.3% | +64.5% | +470.8% | +274.5% |
| 5Y | +916.4% | +30.9% | +885.5% | +550.7% |
| All | +916.4% | +29.1% | +887.3% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling