+156.7%
B vs BLK
+29.1%
+127.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -5.0% | -5.2% | +0.2% | -3.4% |
| 30D | +8.7% | -7.0% | +15.8% | +11.2% |
| 3M | +17.3% | +5.7% | +11.7% | +15.2% |
| 6M | -5.0% | +11.0% | -16.1% | -8.0% |
| YTD | +1.4% | +0.9% | +0.6% | +0.7% |
| 1Y | +50.5% | -1.6% | +52.1% | +50.4% |
| 3Y | +194.4% | +64.5% | +129.9% | +152.1% |
| 5Y | +156.7% | +30.9% | +125.8% | +110.0% |
| All | +156.7% | +29.1% | +127.6% | +110.0% |
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