+57.1%
BLK vs FGI
-70.4%
+127.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.5% |
| 7D | -3.6% | +0.5% | -4.2% | -3.6% |
| 30D | -1.0% | +65.4% | -66.4% | -2.5% |
| 3M | +10.4% | +23.5% | -13.1% | +9.0% |
| 6M | +8.2% | +60.5% | -52.4% | +5.3% |
| YTD | +6.0% | +30.0% | -24.0% | +3.6% |
| 1Y | +3.3% | +82.1% | -78.7% | -0.8% |
| 3Y | +70.3% | -4.4% | +74.7% | +65.7% |
| All | +57.1% | -70.4% | +127.5% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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