+196.6%
B vs BLK
+64.8%
+131.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | +1.0% | -2.7% | +3.7% | +2.1% |
| 30D | +9.5% | -4.8% | +14.3% | +11.5% |
| 3M | +14.3% | +6.5% | +7.9% | +11.5% |
| 6M | -1.9% | +13.1% | -15.0% | -6.2% |
| YTD | +4.1% | +1.8% | +2.3% | +2.5% |
| 1Y | +56.1% | -1.0% | +57.1% | +55.1% |
| All | +196.6% | +64.8% | +131.8% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling