+69.6%
BLK vs ES
+33.1%
+36.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.4% | +1.4% | -3.8% | -2.7% |
| 30D | -3.1% | -1.2% | -2.0% | -2.9% |
| 3M | +10.7% | +5.0% | +5.7% | +9.4% |
| 6M | +15.9% | -2.8% | +18.7% | +16.3% |
| YTD | +4.0% | +8.6% | -4.6% | +1.7% |
| 1Y | +1.3% | +18.9% | -17.7% | -4.0% |
| 3Y | +69.6% | +32.1% | +37.4% | +50.0% |
| All | +69.6% | +33.1% | +36.4% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling