+12,790.5%
BLK vs ETR
+1,970.4%
+10,820.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -1.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -4.8% | +2.0% | -6.8% | -5.6% |
| 3M | +6.5% | -1.7% | +8.2% | +6.9% |
| 6M | +13.1% | +3.6% | +9.6% | +10.7% |
| YTD | +1.8% | +18.0% | -16.2% | -5.7% |
| 1Y | -1.0% | +26.2% | -27.2% | -10.7% |
| 3Y | +66.0% | +148.0% | -82.0% | +11.7% |
| 5Y | +31.2% | +126.1% | -94.8% | -9.0% |
| 10Y | +278.5% | +302.3% | -23.8% | +107.1% |
| All | +12,790.5% | +1,970.4% | +10,820.1% | +5,764.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling