+3.3%
BLK vs EW
+11.0%
-7.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -3.6% | -0.3% | -3.3% | -3.6% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | +10.4% | +2.8% | +7.6% | +9.5% |
| 6M | +8.2% | +5.5% | +2.7% | +6.2% |
| YTD | +6.0% | +5.5% | +0.6% | +4.3% |
| 1Y | +3.3% | +11.0% | -7.7% | +5.4% |
| All | +3.3% | +11.0% | -7.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling