+33.0%
BLK vs FLR
+238.1%
-205.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -3.3% | -3.5% | +0.2% | -2.5% |
| 30D | -6.5% | +4.2% | -10.7% | -7.5% |
| 3M | +6.7% | +8.1% | -1.3% | +3.9% |
| 6M | +14.7% | +21.5% | -6.8% | +7.4% |
| YTD | +2.5% | +36.8% | -34.2% | -6.9% |
| 1Y | -2.8% | +31.2% | -34.0% | -11.3% |
| 3Y | +65.9% | +53.9% | +12.0% | +35.9% |
| All | +33.0% | +238.1% | -205.1% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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