+8,332.5%
BLK vs EW
+6,723.9%
+1,608.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.9% |
| 7D | -2.4% | -4.4% | +2.0% | -1.1% |
| 30D | -3.1% | -3.3% | +0.2% | -2.2% |
| 3M | +10.7% | +1.0% | +9.7% | +10.1% |
| 6M | +15.9% | +6.2% | +9.7% | +13.3% |
| YTD | +4.0% | +1.7% | +2.3% | +2.9% |
| 1Y | +1.3% | +8.1% | -6.9% | -1.8% |
| 3Y | +69.6% | +17.1% | +52.5% | +54.5% |
| 5Y | +33.8% | -29.4% | +63.1% | +39.5% |
| 10Y | +276.2% | +121.7% | +154.4% | +180.4% |
| All | +8,332.5% | +6,723.9% | +1,608.6% | +2,782.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling