+3.3%
BLK vs FRSH
-3.3%
+6.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | 0.0% |
| 7D | -3.6% | -8.2% | +4.5% | -3.1% |
| 30D | -1.0% | +10.5% | -11.5% | -1.6% |
| 3M | +10.4% | +32.7% | -22.4% | +8.7% |
| 6M | +8.2% | +50.3% | -42.1% | +5.3% |
| YTD | +6.0% | +3.9% | +2.1% | +7.7% |
| 1Y | +3.3% | -2.2% | +5.5% | +5.6% |
| All | +3.3% | -3.3% | +6.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 1y: compounded portfolio wealth divided by compounded FRSH 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…
1y analysis · Full analysis span regression · 6 months rolling