+65.9%
BLK vs FND
-50.3%
+116.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -3.3% | -5.8% | +2.4% | -1.9% |
| 30D | -6.5% | -20.2% | +13.7% | -1.2% |
| 3M | +6.7% | -12.0% | +18.7% | +9.3% |
| 6M | +14.7% | -18.5% | +33.2% | +19.1% |
| YTD | +2.5% | -22.3% | +24.8% | +7.2% |
| 1Y | -2.8% | -47.6% | +44.9% | +13.2% |
| 3Y | +65.9% | -49.8% | +115.6% | +84.6% |
| All | +65.9% | -50.3% | +116.1% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling