+33.0%
BLK vs EXE
+97.7%
-64.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.0% |
| 7D | -3.3% | -3.1% | -0.2% | -2.8% |
| 30D | -6.5% | -0.9% | -5.6% | -6.4% |
| 3M | +6.7% | +9.6% | -2.8% | +4.8% |
| 6M | +14.7% | -11.6% | +26.3% | +16.9% |
| YTD | +2.5% | -12.6% | +15.1% | +4.3% |
| 1Y | -2.8% | +1.2% | -4.0% | -4.5% |
| 3Y | +65.9% | +18.0% | +47.8% | +56.1% |
| All | +33.0% | +97.7% | -64.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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