+65.9%
BLK vs FDS
-37.4%
+103.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -3.3% | -14.0% | +10.7% | -0.6% |
| 30D | -6.5% | -6.2% | -0.3% | -5.5% |
| 3M | +6.7% | +10.2% | -3.4% | +4.4% |
| 6M | +14.7% | +27.4% | -12.7% | +7.1% |
| YTD | +2.5% | -9.3% | +11.8% | +5.9% |
| 1Y | -2.8% | -28.6% | +25.9% | +10.5% |
| 3Y | +65.9% | -36.8% | +102.7% | +92.3% |
| All | +65.9% | -37.4% | +103.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling