+249.0%
BLK vs FND
+56.5%
+192.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -3.3% | -5.8% | +2.4% | -1.7% |
| 30D | -6.5% | -20.2% | +13.7% | -0.4% |
| 3M | +6.7% | -12.0% | +18.7% | +9.6% |
| 6M | +14.7% | -18.5% | +33.2% | +19.4% |
| YTD | +2.5% | -22.3% | +24.8% | +7.6% |
| 1Y | -2.8% | -47.6% | +44.9% | +14.0% |
| 3Y | +65.9% | -49.8% | +115.6% | +89.1% |
| 5Y | +33.0% | -63.0% | +95.9% | +57.0% |
| All | +249.0% | +56.5% | +192.5% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling