+12,674.7%
BLK vs EME
+16,553.3%
-3,878.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -5.2% | +0.9% | -6.1% | -5.6% |
| 30D | -7.0% | -8.4% | +1.3% | -4.0% |
| 3M | +5.7% | -3.6% | +9.3% | +5.2% |
| 6M | +11.0% | +3.6% | +7.5% | +6.8% |
| YTD | +0.9% | +22.5% | -21.6% | -9.9% |
| 1Y | -1.6% | +18.2% | -19.8% | -12.4% |
| 3Y | +64.5% | +238.4% | -173.9% | -10.8% |
| 5Y | +30.9% | +550.5% | -519.7% | -47.0% |
| 10Y | +275.1% | +1,295.3% | -1,020.2% | +5.1% |
| All | +12,674.7% | +16,553.3% | -3,878.7% | +2,298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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