+44.1%
BLK vs FIVE
+17.0%
+27.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.5% |
| 7D | +3.9% | +2.4% | +1.5% | +3.3% |
| 30D | +14.1% | +15.8% | -1.7% | +10.3% |
| 3M | +5.3% | +3.8% | +1.6% | +4.2% |
| 6M | +12.6% | +18.5% | -6.0% | +7.1% |
| YTD | +15.5% | +31.2% | -15.7% | +6.8% |
| 1Y | +13.6% | +61.8% | -48.2% | -0.2% |
| 3Y | +95.6% | +39.9% | +55.7% | +70.4% |
| All | +44.1% | +17.0% | +27.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling