+30.9%
BLK vs EXPE
+90.4%
-59.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.3% |
| 7D | -5.2% | -8.7% | +3.5% | -3.1% |
| 30D | -7.0% | -13.6% | +6.6% | -3.7% |
| 3M | +5.7% | +26.6% | -21.0% | -1.2% |
| 6M | +11.0% | +19.9% | -8.9% | +4.7% |
| YTD | +0.9% | -1.7% | +2.6% | -0.6% |
| 1Y | -1.6% | +29.4% | -31.1% | -10.8% |
| 3Y | +64.5% | +155.7% | -91.2% | +18.2% |
| 5Y | +30.9% | +93.1% | -62.2% | -4.1% |
| All | +30.9% | +90.4% | -59.5% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling