+97.7%
BLK vs FE
+50.7%
+47.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.5% |
| 30D | +13.9% | +4.5% | +9.4% | +13.0% |
| 3M | +3.9% | +1.3% | +2.6% | +3.6% |
| 6M | +13.0% | +8.7% | +4.3% | +11.1% |
| YTD | +16.1% | +9.2% | +6.9% | +13.4% |
| 1Y | +16.8% | +7.0% | +9.8% | +14.5% |
| 3Y | +97.7% | +51.4% | +46.3% | +67.0% |
| All | +97.7% | +50.7% | +47.0% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling