+13,071.1%
BLK vs ED
+776.2%
+12,294.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | -3.1% | +1.1% | -4.2% | -3.6% |
| 3M | +10.7% | +4.6% | +6.0% | +8.1% |
| 6M | +15.9% | -2.0% | +17.8% | +16.2% |
| YTD | +4.0% | +11.7% | -7.7% | -1.9% |
| 1Y | +1.3% | +15.7% | -14.5% | -6.3% |
| 3Y | +69.6% | +34.4% | +35.2% | +43.3% |
| 5Y | +33.8% | +67.3% | -33.5% | +1.0% |
| 10Y | +276.2% | +104.0% | +172.1% | +147.9% |
| All | +13,071.1% | +776.2% | +12,294.9% | +4,909.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling