+31.2%
BLK vs ES
-4.5%
+35.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -1.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.8% | -1.0% | -3.7% | -4.5% |
| 3M | +6.5% | +1.5% | +5.0% | +5.8% |
| 6M | +13.2% | -3.5% | +16.6% | +14.0% |
| YTD | +1.8% | +7.0% | -5.2% | -1.1% |
| 1Y | -1.0% | +15.3% | -16.3% | -7.3% |
| 3Y | +66.0% | +30.2% | +35.8% | +44.5% |
| 5Y | +31.2% | -4.3% | +35.5% | +30.8% |
| All | +31.2% | -4.5% | +35.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling