+275.1%
BLK vs EFV
+169.9%
+105.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.4% |
| 7D | -3.3% | -0.8% | -2.5% | -2.4% |
| 30D | -6.5% | +0.6% | -7.2% | -7.1% |
| 3M | +6.7% | +7.5% | -0.8% | -1.3% |
| 6M | +14.7% | +13.0% | +1.7% | +0.4% |
| YTD | +2.5% | +18.3% | -15.8% | -14.9% |
| 1Y | -2.8% | +26.7% | -29.5% | -25.2% |
| 3Y | +65.9% | +89.6% | -23.7% | -18.4% |
| 5Y | +33.0% | +98.2% | -65.2% | -37.4% |
| All | +275.1% | +169.9% | +105.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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