+31.2%
BLK vs FE
+46.0%
-14.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -4.8% | -1.2% | -3.6% | -4.4% |
| 3M | +6.5% | +1.7% | +4.8% | +5.5% |
| 6M | +13.2% | -7.5% | +20.6% | +16.1% |
| YTD | +1.8% | +6.3% | -4.5% | -1.5% |
| 1Y | -1.0% | +10.9% | -11.8% | -5.9% |
| 3Y | +66.0% | +46.9% | +19.0% | +34.8% |
| 5Y | +31.2% | +47.6% | -16.4% | +2.0% |
| All | +31.2% | +46.0% | -14.8% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling