+13,325.9%
BLK vs FFIV
+1,065.6%
+12,260.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -3.6% | -1.0% | -2.7% | -3.5% |
| 30D | -1.0% | -5.1% | +4.1% | -0.3% |
| 3M | +10.4% | -4.5% | +14.8% | +10.9% |
| 6M | +8.2% | +36.5% | -28.3% | +2.4% |
| YTD | +6.0% | +53.0% | -46.9% | -1.5% |
| 1Y | +3.3% | +24.2% | -20.9% | -1.0% |
| 3Y | +70.3% | +137.2% | -66.9% | +47.1% |
| 5Y | +34.5% | +91.8% | -57.3% | +19.7% |
| 10Y | +281.9% | +215.2% | +66.8% | +215.3% |
| All | +13,325.9% | +1,065.6% | +12,260.3% | +7,770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling