+275.1%
BLK vs BP
+137.7%
+137.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | +5.2% | -8.5% | -4.9% |
| 30D | -6.5% | +8.7% | -15.2% | -9.2% |
| 3M | +6.7% | +9.3% | -2.6% | +3.0% |
| 6M | +14.7% | +13.6% | +1.2% | +8.3% |
| YTD | +2.5% | +37.7% | -35.1% | -10.2% |
| 1Y | -2.8% | +40.6% | -43.4% | -15.8% |
| 3Y | +65.9% | +40.3% | +25.5% | +40.9% |
| 5Y | +33.0% | +141.4% | -108.4% | -11.0% |
| All | +275.1% | +137.7% | +137.3% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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