+13.2%
BLK vs FTI
+24.8%
-11.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.2% |
| 7D | -2.7% | -2.3% | -0.3% | -2.9% |
| 30D | -4.8% | +5.0% | -9.8% | -4.4% |
| 3M | +6.5% | +13.8% | -7.4% | +6.5% |
| 6M | +13.2% | +22.9% | -9.7% | +6.1% |
| All | +13.2% | +24.8% | -11.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 6mo: compounded portfolio wealth divided by compounded FTI 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…
6mo analysis · Full analysis span regression · 6 months rolling