+33.0%
BLK vs NDAQ
+48.5%
-15.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | -3.3% | -5.9% | +2.6% | +0.3% |
| 30D | -6.5% | -4.7% | -1.8% | -3.8% |
| 3M | +6.7% | +5.5% | +1.2% | +2.7% |
| 6M | +14.7% | +7.4% | +7.4% | +8.6% |
| YTD | +2.5% | -5.5% | +8.0% | +4.9% |
| 1Y | -2.8% | -3.7% | +0.9% | -2.0% |
| 3Y | +65.9% | +85.0% | -19.1% | +6.1% |
| All | +33.0% | +48.5% | -15.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling