+68.3%
BLK vs FIVE
+56.6%
+11.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -2.4% | +3.7% | -6.1% | -3.0% |
| 30D | -3.1% | +4.0% | -7.1% | -3.8% |
| 3M | +10.7% | +36.2% | -25.6% | +4.9% |
| 6M | +15.9% | +18.0% | -2.1% | +11.8% |
| YTD | +4.0% | +34.9% | -30.9% | -1.8% |
| 1Y | +1.3% | +67.9% | -66.7% | -8.1% |
| All | +68.3% | +56.6% | +11.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling