+13,325.9%
BLK vs ES
+844.4%
+12,481.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -3.6% | +0.3% | -3.9% | -3.8% |
| 30D | -1.0% | -2.0% | +1.0% | -0.2% |
| 3M | +10.4% | +1.7% | +8.7% | +9.2% |
| 6M | +8.2% | -3.5% | +11.7% | +9.3% |
| YTD | +6.0% | +7.9% | -1.9% | +1.5% |
| 1Y | +3.3% | +17.2% | -13.8% | -5.7% |
| 3Y | +70.3% | +29.3% | +41.0% | +44.2% |
| 5Y | +34.5% | -5.7% | +40.2% | +31.3% |
| 10Y | +281.9% | +85.2% | +196.7% | +162.9% |
| All | +13,325.9% | +844.4% | +12,481.5% | +5,062.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling