+201.4%
B vs BLK
+283.5%
-82.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -2.4% | -3.3% | +0.9% | -1.7% |
| 30D | +6.3% | -6.5% | +12.9% | +7.9% |
| 3M | +12.1% | +6.7% | +5.4% | +10.5% |
| 6M | -3.1% | +14.7% | -17.8% | -5.9% |
| YTD | +2.0% | +2.5% | -0.6% | +1.1% |
| 1Y | +51.7% | -2.8% | +54.5% | +52.0% |
| 3Y | +190.5% | +65.9% | +124.6% | +161.6% |
| 5Y | +158.0% | +33.0% | +125.0% | +136.7% |
| All | +201.4% | +283.5% | -82.1% | +186.3% |
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