+12,882.1%
BLK vs NI
+1,330.7%
+11,551.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | 0.0% | -3.4% | -3.3% |
| 30D | -6.5% | -1.4% | -5.1% | -6.0% |
| 3M | +6.7% | -10.6% | +17.3% | +12.2% |
| 6M | +14.7% | -9.3% | +24.1% | +19.4% |
| YTD | +2.5% | +1.1% | +1.4% | +1.2% |
| 1Y | -2.8% | +3.4% | -6.2% | -5.2% |
| 3Y | +65.9% | +67.9% | -2.0% | +26.2% |
| 5Y | +33.0% | +98.0% | -65.0% | -7.4% |
| 10Y | +281.2% | +143.6% | +137.6% | +131.0% |
| All | +12,882.1% | +1,330.7% | +11,551.3% | +3,569.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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