+275.1%
BLK vs ALL
+365.1%
-90.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.3% |
| 7D | -3.3% | -2.3% | -1.0% | -2.2% |
| 30D | -6.5% | -0.4% | -6.1% | -6.4% |
| 3M | +6.7% | +16.0% | -9.3% | -1.9% |
| 6M | +14.7% | +24.6% | -9.8% | +1.2% |
| YTD | +2.5% | +23.7% | -21.1% | -9.8% |
| 1Y | -2.8% | +27.7% | -30.5% | -16.2% |
| 3Y | +65.9% | +150.2% | -84.4% | -6.2% |
| 5Y | +33.0% | +117.1% | -84.1% | -20.8% |
| All | +275.1% | +365.1% | -90.0% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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