+12,882.1%
BLK vs NTRS
+713.2%
+12,168.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.0% |
| 7D | -3.3% | +1.4% | -4.7% | -4.0% |
| 30D | -6.5% | -0.7% | -5.9% | -6.2% |
| 3M | +6.7% | +11.3% | -4.6% | +0.6% |
| 6M | +14.7% | +35.5% | -20.8% | -3.1% |
| YTD | +2.5% | +40.6% | -38.1% | -15.3% |
| 1Y | -2.8% | +49.2% | -52.0% | -22.3% |
| 3Y | +65.9% | +167.2% | -101.4% | -4.8% |
| 5Y | +33.0% | +94.9% | -62.0% | -11.2% |
| 10Y | +281.2% | +259.5% | +21.7% | +77.7% |
| All | +12,882.1% | +713.2% | +12,168.9% | +4,367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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