+13.0%
BLK vs FFIV
-12.8%
+25.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.6% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +13.9% | -32.4% | +46.3% | +14.0% |
| 3M | +3.9% | -25.7% | +29.6% | +3.3% |
| 6M | +13.0% | -13.5% | +26.5% | +8.4% |
| All | +13.0% | -12.8% | +25.8% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling