+275.1%
BLK vs FIS
-39.8%
+314.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.3% | -7.9% | +4.6% | +0.2% |
| 30D | -6.5% | -8.0% | +1.4% | -3.2% |
| 3M | +6.7% | +0.6% | +6.1% | +5.6% |
| 6M | +14.7% | -22.2% | +36.9% | +26.4% |
| YTD | +2.5% | -40.8% | +43.3% | +27.7% |
| 1Y | -2.8% | -41.5% | +38.7% | +21.5% |
| 3Y | +65.9% | -25.5% | +91.4% | +80.0% |
| 5Y | +33.0% | -64.8% | +97.7% | +102.0% |
| All | +275.1% | -39.8% | +314.8% | +343.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling