+33.0%
BLK vs BEN
+36.0%
-3.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -3.3% | -3.1% | -0.2% | -1.5% |
| 30D | -6.5% | +0.2% | -6.7% | -6.7% |
| 3M | +6.7% | +6.8% | -0.1% | +2.5% |
| 6M | +14.7% | +38.1% | -23.4% | -5.5% |
| YTD | +2.5% | +44.3% | -41.8% | -17.8% |
| 1Y | -2.8% | +42.6% | -45.3% | -21.7% |
| 3Y | +65.9% | +52.3% | +13.5% | +24.1% |
| All | +33.0% | +36.0% | -3.0% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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