-2.8%
BLK vs EW
+7.8%
-10.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.2% |
| 7D | -3.3% | -6.2% | +2.8% | -2.1% |
| 30D | -6.5% | -9.3% | +2.8% | -4.7% |
| 3M | +6.7% | -1.6% | +8.4% | +6.7% |
| 6M | +14.7% | -0.8% | +15.6% | +14.2% |
| YTD | +2.5% | -1.0% | +3.6% | +2.2% |
| 1Y | -2.8% | +8.2% | -10.9% | -1.5% |
| All | -2.8% | +7.8% | -10.6% | -1.5% |
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