+12,790.5%
BLK vs BB
+52.3%
+12,738.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -2.7% | +1.8% | -4.5% | -2.9% |
| 30D | -4.8% | -12.2% | +7.5% | -3.3% |
| 3M | +6.5% | -12.3% | +18.8% | +7.1% |
| 6M | +13.2% | +122.7% | -109.6% | -0.3% |
| YTD | +1.8% | +104.5% | -102.7% | -9.3% |
| 1Y | -1.0% | +106.7% | -107.6% | -12.2% |
| 3Y | +66.0% | +70.0% | -4.0% | +45.2% |
| 5Y | +31.2% | -27.8% | +59.0% | +24.8% |
| 10Y | +278.5% | +2.4% | +276.1% | +202.2% |
| All | +12,790.5% | +52.3% | +12,738.2% | +9,607.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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