+1,115.6%
BLK vs FN
+3,082.8%
-1,967.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.5% |
| 7D | +5.2% | -4.1% | +9.3% | +5.6% |
| 30D | +12.9% | -28.3% | +41.2% | +18.8% |
| 3M | +8.6% | -33.9% | +42.5% | +14.8% |
| 6M | +13.9% | -43.9% | +57.8% | +22.0% |
| YTD | +16.1% | -23.4% | +39.5% | +14.5% |
| 1Y | +15.3% | -25.4% | +40.7% | +13.8% |
| 3Y | +96.5% | +107.9% | -11.4% | +46.4% |
| 5Y | +43.8% | +195.1% | -151.2% | -3.7% |
| 10Y | +316.8% | +794.1% | -477.3% | +114.4% |
| All | +1,115.6% | +3,082.8% | -1,967.2% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling