+33.0%
BLK vs ESI
+67.8%
-34.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | +6.7% | -19.8% | +26.6% | +15.1% |
| 6M | +14.7% | +5.8% | +8.9% | +6.6% |
| YTD | +2.5% | +38.3% | -35.8% | -17.1% |
| 1Y | -2.8% | +31.5% | -34.3% | -20.0% |
| 3Y | +65.9% | +80.7% | -14.8% | +9.5% |
| All | +33.0% | +67.8% | -34.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling