+318.3%
BLK vs FN
+700.1%
-381.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +1.9% |
| 7D | +3.7% | +0.3% | +3.5% | +3.4% |
| 30D | +13.9% | -16.5% | +30.4% | +16.5% |
| 3M | +3.9% | -42.1% | +46.0% | +12.8% |
| 6M | +13.0% | -52.9% | +65.9% | +25.7% |
| YTD | +16.1% | -28.0% | +44.1% | +15.2% |
| 1Y | +16.8% | -18.5% | +35.3% | +12.2% |
| 3Y | +97.7% | +93.9% | +3.8% | +41.8% |
| 5Y | +42.1% | +170.5% | -128.4% | -10.9% |
| All | +318.3% | +700.1% | -381.8% | +98.8% |
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