+5,425.9%
BLK vs FTI
+2,107.5%
+3,318.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -2.7% | -2.3% | -0.3% | -2.0% |
| 30D | -4.8% | +5.0% | -9.8% | -6.2% |
| 3M | +6.5% | +13.8% | -7.4% | +1.9% |
| 6M | +13.1% | +22.9% | -9.7% | +5.4% |
| YTD | +1.8% | +75.0% | -73.2% | -14.5% |
| 1Y | -1.0% | +96.9% | -97.9% | -19.9% |
| 3Y | +66.0% | +276.7% | -210.8% | +7.6% |
| 5Y | +31.2% | +1,157.0% | -1,125.8% | -44.3% |
| 10Y | +278.5% | +310.7% | -32.2% | +90.5% |
| All | +5,425.9% | +2,107.5% | +3,318.3% | +1,969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling