+804.6%
BLK vs FIVE
+868.1%
-63.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.5% |
| 7D | -3.6% | +4.3% | -7.9% | -4.6% |
| 30D | -1.0% | +12.5% | -13.5% | -3.9% |
| 3M | +10.4% | +31.2% | -20.9% | +3.2% |
| 6M | +8.2% | +14.4% | -6.2% | +3.6% |
| YTD | +6.0% | +33.9% | -27.9% | -2.3% |
| 1Y | +3.3% | +65.1% | -61.7% | -9.8% |
| 3Y | +70.3% | +49.0% | +21.3% | +43.2% |
| 5Y | +34.5% | +30.3% | +4.2% | +13.3% |
| 10Y | +281.9% | +481.1% | -199.2% | +125.9% |
| All | +804.6% | +868.1% | -63.5% | +373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling