+286.8%
BLK vs FN
+886.0%
-599.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.3% |
| 7D | -2.4% | +3.5% | -5.9% | -3.1% |
| 30D | -3.1% | -26.0% | +22.9% | +1.9% |
| 3M | +10.7% | -33.3% | +43.9% | +17.5% |
| 6M | +15.9% | -14.9% | +30.8% | +14.6% |
| YTD | +4.0% | -8.6% | +12.6% | +0.3% |
| 1Y | +1.3% | +12.3% | -11.1% | -7.8% |
| 3Y | +69.6% | +174.4% | -104.8% | +15.0% |
| 5Y | +33.8% | +296.4% | -262.6% | -21.3% |
| All | +286.8% | +886.0% | -599.3% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling