+37.8%
BLK vs FN
+170.4%
-132.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -11.0% | -1.0% |
| 7D | +2.7% | 0.0% | +2.8% | +2.2% |
| 30D | +10.2% | -34.3% | +44.5% | +16.6% |
| 3M | +4.9% | -39.9% | +44.8% | +11.5% |
| 6M | +11.0% | -51.8% | +62.8% | +20.8% |
| YTD | +11.9% | -28.1% | +40.1% | +11.3% |
| 1Y | +12.6% | -29.1% | +41.7% | +11.6% |
| 3Y | +92.9% | +102.4% | -9.5% | +40.1% |
| All | +37.8% | +170.4% | -132.6% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling