+4,142.7%
BLK vs NDAQ
+2,281.8%
+1,860.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +10.7% | +9.9% | +0.8% | +5.9% |
| 6M | +15.9% | +8.2% | +7.7% | +11.4% |
| YTD | +4.0% | -1.5% | +5.5% | +3.8% |
| 1Y | +1.3% | +1.3% | -0.1% | -0.3% |
| 3Y | +69.6% | +92.6% | -23.0% | +25.9% |
| 5Y | +33.8% | +53.8% | -20.0% | +9.2% |
| 10Y | +276.2% | +376.0% | -99.8% | +96.4% |
| All | +4,142.7% | +2,281.8% | +1,860.9% | +1,358.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling