+65.9%
BLK vs EW
+14.0%
+51.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.1% |
| 7D | -3.3% | -6.2% | +2.8% | -2.2% |
| 30D | -6.5% | -9.3% | +2.8% | -4.9% |
| 3M | +6.7% | -1.6% | +8.4% | +6.9% |
| 6M | +14.7% | -0.8% | +15.6% | +14.6% |
| YTD | +2.5% | -1.0% | +3.6% | +2.4% |
| 1Y | -2.8% | +8.2% | -10.9% | -4.4% |
| 3Y | +65.9% | +12.7% | +53.2% | +52.0% |
| All | +65.9% | +14.0% | +51.9% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling