+2,022.2%
BLK vs EFV
+252.1%
+1,770.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | -5.2% | -2.0% | -3.2% | -3.2% |
| 30D | -7.0% | -0.2% | -6.9% | -6.8% |
| 3M | +5.7% | +9.1% | -3.5% | -3.4% |
| 6M | +11.0% | +11.7% | -0.7% | -0.9% |
| YTD | +0.9% | +17.0% | -16.2% | -14.3% |
| 1Y | -1.6% | +26.7% | -28.3% | -22.9% |
| 3Y | +64.5% | +90.2% | -25.7% | -15.1% |
| 5Y | +30.9% | +96.1% | -65.2% | -33.8% |
| 10Y | +275.1% | +164.5% | +110.6% | +41.6% |
| All | +2,022.2% | +252.1% | +1,770.1% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling