+14,604.7%
BLK vs ES
+864.7%
+13,740.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +3.7% | +2.7% | +1.0% | +2.5% |
| 30D | +13.9% | +7.6% | +6.3% | +10.0% |
| 3M | +3.9% | +0.5% | +3.4% | +3.4% |
| 6M | +13.0% | +7.6% | +5.4% | +8.7% |
| YTD | +16.1% | +10.2% | +5.9% | +9.8% |
| 1Y | +16.8% | +1.8% | +14.9% | +13.8% |
| 3Y | +97.7% | +55.4% | +42.3% | +53.6% |
| 5Y | +42.1% | +7.3% | +34.8% | +30.4% |
| 10Y | +321.3% | +96.4% | +224.9% | +182.0% |
| All | +14,604.7% | +864.7% | +13,740.0% | +5,486.4% |
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