+1,262.8%
BLK vs ET
+1,438.5%
-175.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.4% |
| 30D | -6.5% | +2.9% | -9.4% | -7.3% |
| 3M | +6.7% | +16.8% | -10.0% | +2.1% |
| 6M | +14.7% | +18.9% | -4.1% | +8.9% |
| YTD | +2.5% | +37.7% | -35.2% | -6.7% |
| 1Y | -2.8% | +32.4% | -35.2% | -10.6% |
| 3Y | +65.9% | +99.5% | -33.6% | +35.5% |
| 5Y | +33.0% | +244.0% | -211.0% | -7.1% |
| 10Y | +281.2% | +172.1% | +109.1% | +160.5% |
| All | +1,262.8% | +1,438.5% | -175.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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