+269.1%
BLK vs FIVE
+483.6%
-214.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.3% |
| 7D | -5.2% | +0.6% | -5.7% | -5.4% |
| 30D | -7.0% | +3.0% | -10.1% | -7.9% |
| 3M | +5.7% | +23.2% | -17.5% | -0.3% |
| 6M | +11.0% | +9.2% | +1.9% | +7.1% |
| YTD | +0.9% | +28.1% | -27.2% | -6.7% |
| 1Y | -1.6% | +65.3% | -66.9% | -15.3% |
| 3Y | +64.5% | +49.4% | +15.1% | +36.0% |
| 5Y | +30.9% | +29.5% | +1.3% | +8.5% |
| All | +269.1% | +483.6% | -214.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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