+275.1%
BLK vs ETR
+296.9%
-21.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -3.3% | -1.8% | -1.5% | -2.5% |
| 30D | -6.5% | -1.8% | -4.8% | -5.9% |
| 3M | +6.7% | -3.6% | +10.3% | +8.1% |
| 6M | +14.7% | +2.6% | +12.1% | +12.3% |
| YTD | +2.5% | +16.0% | -13.5% | -5.4% |
| 1Y | -2.8% | +20.1% | -22.9% | -11.8% |
| 3Y | +65.9% | +143.6% | -77.7% | +4.6% |
| 5Y | +33.0% | +124.4% | -91.4% | -13.6% |
| All | +275.1% | +296.9% | -21.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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