+13.1%
BLK vs EAT
+61.1%
-48.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.8% |
| 7D | -2.7% | -6.8% | +4.1% | -2.1% |
| 30D | -4.8% | -5.4% | +0.6% | -4.4% |
| 3M | +6.5% | +42.8% | -36.3% | +2.4% |
| 6M | +13.1% | +56.5% | -43.4% | +8.2% |
| All | +13.1% | +61.1% | -48.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 6mo: compounded portfolio wealth divided by compounded EAT 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…
6mo analysis · Full analysis span regression · 6 months rolling