+63.2%
BLK vs ESI
+73.2%
-10.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | -5.2% | -2.3% | -2.9% | -4.5% |
| 30D | -7.0% | -9.0% | +2.0% | -4.4% |
| 3M | +5.7% | -13.3% | +18.9% | +8.7% |
| 6M | +11.0% | +5.3% | +5.7% | +4.3% |
| YTD | +0.9% | +37.6% | -36.7% | -15.5% |
| 1Y | -1.6% | +33.6% | -35.2% | -17.1% |
| All | +63.2% | +73.2% | -10.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling