+275.1%
BLK vs EL
+26.1%
+248.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -3.3% | -6.5% | +3.2% | -1.0% |
| 30D | -6.5% | +11.1% | -17.7% | -10.5% |
| 3M | +6.7% | +10.7% | -4.0% | +2.2% |
| 6M | +14.7% | +6.9% | +7.9% | +10.0% |
| YTD | +2.5% | -6.3% | +8.8% | +1.6% |
| 1Y | -2.8% | +13.5% | -16.2% | -10.9% |
| 3Y | +65.9% | -33.1% | +98.9% | +73.5% |
| 5Y | +33.0% | -68.8% | +101.7% | +97.0% |
| All | +275.1% | +26.1% | +248.9% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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