+14,604.7%
BLK vs FFIV
+822.8%
+13,781.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.9% |
| 7D | +3.7% | -0.5% | +4.3% | +3.8% |
| 30D | +13.9% | -32.4% | +46.3% | +20.5% |
| 3M | +3.9% | -25.7% | +29.6% | +8.1% |
| 6M | +13.0% | -13.5% | +26.5% | +14.4% |
| YTD | +16.1% | +21.1% | -5.0% | +11.2% |
| 1Y | +16.8% | +29.4% | -12.6% | +10.6% |
| 3Y | +97.7% | +94.9% | +2.8% | +75.0% |
| 5Y | +42.1% | +34.7% | +7.4% | +32.7% |
| 10Y | +321.3% | +119.0% | +202.3% | +264.6% |
| All | +14,604.7% | +822.8% | +13,781.9% | +8,781.5% |
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