+269.1%
BLK vs FE
+114.8%
+154.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -1.7% | -3.5% | -4.6% |
| 30D | -7.0% | -1.3% | -5.8% | -6.7% |
| 3M | +5.7% | +0.6% | +5.1% | +5.2% |
| 6M | +11.0% | -6.8% | +17.9% | +13.5% |
| YTD | +0.9% | +6.4% | -5.5% | -2.1% |
| 1Y | -1.6% | +11.3% | -12.9% | -6.2% |
| 3Y | +64.5% | +47.1% | +17.4% | +38.4% |
| 5Y | +30.9% | +50.4% | -19.6% | +8.8% |
| All | +269.1% | +114.8% | +154.3% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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