+414.3%
VUG vs BLK
+283.5%
+130.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -0.5% | -3.3% | +2.8% | +1.3% |
| 30D | -1.0% | -6.5% | +5.6% | +2.7% |
| 3M | +3.5% | +6.7% | -3.2% | -0.7% |
| 6M | +14.2% | +14.7% | -0.5% | +4.8% |
| YTD | +8.5% | +2.5% | +6.0% | +5.4% |
| 1Y | +12.9% | -2.8% | +15.7% | +12.5% |
| 3Y | +85.6% | +65.9% | +19.8% | +34.0% |
| 5Y | +78.1% | +33.0% | +45.2% | +42.7% |
| All | +414.3% | +283.5% | +130.8% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling