+275.1%
BLK vs ED
+108.5%
+166.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -6.5% | -0.4% | -6.1% | -6.4% |
| 3M | +6.7% | +0.5% | +6.3% | +6.3% |
| 6M | +14.7% | -3.1% | +17.9% | +15.5% |
| YTD | +2.5% | +9.8% | -7.3% | -1.8% |
| 1Y | -2.8% | +12.6% | -15.4% | -7.9% |
| 3Y | +65.9% | +31.4% | +34.5% | +44.5% |
| 5Y | +33.0% | +69.4% | -36.5% | +3.5% |
| All | +275.1% | +108.5% | +166.6% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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