+275.1%
BLK vs EXPE
+169.0%
+106.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | -3.3% | -5.8% | +2.5% | -1.9% |
| 30D | -6.5% | -13.6% | +7.1% | -3.1% |
| 3M | +6.7% | +25.2% | -18.4% | 0.0% |
| 6M | +14.7% | +22.3% | -7.6% | +7.5% |
| YTD | +2.5% | -0.3% | +2.8% | +0.4% |
| 1Y | -2.8% | +27.8% | -30.6% | -11.7% |
| 3Y | +65.9% | +162.4% | -96.6% | +19.2% |
| 5Y | +33.0% | +95.8% | -62.9% | -1.3% |
| All | +275.1% | +169.0% | +106.1% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling