+12,790.5%
BLK vs EL
+601.3%
+12,189.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.7% | -1.1% |
| 7D | -2.7% | -2.4% | -0.3% | -1.9% |
| 30D | -4.8% | +13.7% | -18.4% | -9.6% |
| 3M | +6.5% | +14.5% | -8.0% | +0.6% |
| 6M | +13.2% | +7.4% | +5.7% | +8.1% |
| YTD | +1.8% | -4.7% | +6.5% | +0.3% |
| 1Y | -1.0% | +12.9% | -13.9% | -9.1% |
| 3Y | +66.0% | -32.2% | +98.2% | +70.0% |
| 5Y | +31.2% | -68.4% | +99.6% | +77.9% |
| 10Y | +278.5% | +28.3% | +250.3% | +195.8% |
| All | +12,790.5% | +601.3% | +12,189.2% | +5,603.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling