+30.9%
BLK vs FDS
-28.1%
+59.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +1.0% |
| 7D | -5.2% | -16.0% | +10.8% | +0.2% |
| 30D | -7.0% | -6.7% | -0.3% | -5.2% |
| 3M | +5.7% | +6.0% | -0.3% | +2.6% |
| 6M | +11.0% | +25.1% | -14.1% | -0.5% |
| YTD | +0.9% | -8.1% | +9.0% | +3.2% |
| 1Y | -1.6% | -26.0% | +24.4% | +11.6% |
| 3Y | +64.5% | -36.4% | +100.9% | +98.7% |
| 5Y | +30.9% | -27.7% | +58.6% | +56.4% |
| All | +30.9% | -28.1% | +59.0% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling