+4,055.8%
BLK vs FLR
+587.1%
+3,468.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | -1.3% |
| 7D | -2.7% | -3.1% | +0.5% | -1.9% |
| 30D | -4.8% | +4.9% | -9.7% | -6.2% |
| 3M | +6.5% | +10.8% | -4.3% | +2.2% |
| 6M | +13.2% | +19.7% | -6.5% | +5.4% |
| YTD | +1.8% | +38.4% | -36.6% | -9.1% |
| 1Y | -1.0% | +34.7% | -35.7% | -11.4% |
| 3Y | +66.0% | +56.7% | +9.3% | +35.4% |
| 5Y | +31.2% | +241.6% | -210.4% | -17.0% |
| 10Y | +278.5% | +20.2% | +258.3% | +160.0% |
| All | +4,055.8% | +587.1% | +3,468.7% | +2,158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling