+13,071.1%
BLK vs BN
+8,390.5%
+4,680.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -0.5% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | -3.1% | -10.9% | +7.8% | +3.1% |
| 3M | +10.7% | -11.1% | +21.8% | +18.0% |
| 6M | +15.9% | -4.4% | +20.2% | +18.5% |
| YTD | +4.0% | -14.1% | +18.2% | +12.6% |
| 1Y | +1.3% | -11.1% | +12.3% | +7.2% |
| 3Y | +69.6% | +75.6% | -6.0% | +21.4% |
| 5Y | +33.8% | +35.8% | -2.0% | +8.4% |
| 10Y | +276.2% | +261.6% | +14.6% | +77.5% |
| All | +13,071.1% | +8,390.5% | +4,680.6% | +3,176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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