+200.9%
B vs BLK
+13,445.8%
-13,244.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | +9.4% | -1.0% | +10.4% | +9.6% |
| 3M | +5.0% | +10.4% | -5.4% | +3.4% |
| 6M | -3.5% | +8.2% | -11.7% | -4.7% |
| YTD | +4.5% | +6.0% | -1.6% | +3.4% |
| 1Y | +67.8% | +3.3% | +64.4% | +66.7% |
| 3Y | +196.7% | +70.3% | +126.4% | +173.7% |
| 5Y | +151.9% | +34.5% | +117.4% | +137.7% |
| 10Y | +202.2% | +281.9% | -79.8% | +144.5% |
| All | +200.9% | +13,445.8% | -13,244.9% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling