+18.0%
BLK vs EFX
-7.5%
+25.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.9% |
| 7D | +5.7% | +9.2% | -3.4% | +3.9% |
| 30D | +14.8% | +34.8% | -20.0% | +7.5% |
| 3M | +8.8% | +8.8% | 0.0% | +6.6% |
| 6M | +17.6% | +12.3% | +5.3% | +14.1% |
| YTD | +16.3% | -10.6% | +26.9% | +20.6% |
| 1Y | +18.0% | -6.7% | +24.7% | +20.3% |
| All | +18.0% | -7.5% | +25.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling