+2,082.0%
BLK vs EXPE
+776.5%
+1,305.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +6.0% | +0.5% |
| 7D | -2.4% | -9.8% | +7.4% | +0.6% |
| 30D | -3.1% | -11.5% | +8.4% | +0.3% |
| 3M | +10.7% | +21.7% | -11.0% | +3.2% |
| 6M | +15.9% | +10.4% | +5.5% | +10.7% |
| YTD | +4.0% | -2.5% | +6.6% | +2.0% |
| 1Y | +1.3% | +27.3% | -26.1% | -9.5% |
| 3Y | +69.6% | +153.5% | -83.9% | +16.5% |
| 5Y | +33.8% | +91.1% | -57.3% | -4.8% |
| 10Y | +276.2% | +153.1% | +123.1% | +115.7% |
| All | +2,082.0% | +776.5% | +1,305.5% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling