+13,071.1%
BLK vs ECL
+2,138.2%
+10,933.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | -3.1% | -2.5% | -0.6% | -1.7% |
| 3M | +10.7% | +8.3% | +2.3% | +5.1% |
| 6M | +15.9% | -1.1% | +17.0% | +15.9% |
| YTD | +4.0% | +6.5% | -2.5% | -0.7% |
| 1Y | +1.3% | +2.1% | -0.8% | -1.1% |
| 3Y | +69.6% | +57.6% | +12.0% | +24.8% |
| 5Y | +33.8% | +28.1% | +5.7% | +10.3% |
| 10Y | +276.2% | +153.2% | +122.9% | +102.7% |
| All | +13,071.1% | +2,138.2% | +10,933.0% | +3,292.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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