+275.1%
BLK vs ESI
+312.8%
-37.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -3.3% | -4.6% | +1.3% | -1.4% |
| 30D | -6.5% | -10.5% | +4.0% | -2.3% |
| 3M | +6.7% | -19.8% | +26.6% | +15.3% |
| 6M | +14.7% | +5.8% | +8.9% | +7.6% |
| YTD | +2.5% | +38.3% | -35.8% | -15.4% |
| 1Y | -2.8% | +31.5% | -34.3% | -18.4% |
| 3Y | +65.9% | +80.7% | -14.8% | +16.3% |
| 5Y | +33.0% | +69.4% | -36.5% | -5.8% |
| All | +275.1% | +312.8% | -37.7% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling