+33.0%
BLK vs EW
-30.6%
+63.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.4% |
| 7D | -3.3% | -6.2% | +2.8% | -1.6% |
| 30D | -6.5% | -9.3% | +2.8% | -3.9% |
| 3M | +6.7% | -1.6% | +8.4% | +6.9% |
| 6M | +14.7% | -0.8% | +15.6% | +14.5% |
| YTD | +2.5% | -1.0% | +3.6% | +2.2% |
| 1Y | -2.8% | +8.2% | -10.9% | -5.7% |
| 3Y | +65.9% | +12.7% | +53.2% | +49.9% |
| All | +33.0% | -30.6% | +63.6% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling