-2.8%
BLK vs FFIV
+26.0%
-28.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.0% |
| 7D | -3.3% | +5.4% | -8.7% | -4.3% |
| 30D | -6.5% | -2.7% | -3.9% | -6.1% |
| 3M | +6.7% | +4.5% | +2.2% | +5.2% |
| 6M | +14.7% | +42.2% | -27.5% | +3.5% |
| YTD | +2.5% | +61.3% | -58.8% | -11.3% |
| 1Y | -2.8% | +23.0% | -25.8% | -11.4% |
| All | -2.8% | +26.0% | -28.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling