+278.5%
BLK vs ACWI
+226.5%
+52.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | -4.8% | -0.6% | -4.2% | -4.0% |
| 3M | +6.5% | +4.3% | +2.2% | +0.8% |
| 6M | +13.2% | +12.7% | +0.5% | -3.1% |
| YTD | +1.8% | +13.9% | -12.1% | -13.9% |
| 1Y | -1.0% | +20.5% | -21.5% | -22.1% |
| 3Y | +66.0% | +76.5% | -10.6% | -20.1% |
| 5Y | +31.2% | +67.5% | -36.3% | -31.5% |
| 10Y | +278.5% | +231.8% | +46.7% | -12.0% |
| All | +278.5% | +226.5% | +52.0% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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