+318.3%
BLK vs P
+652.0%
-333.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +3.7% | +11.6% | -7.9% | +1.4% |
| 30D | +13.9% | -23.7% | +37.6% | +19.1% |
| 3M | +3.9% | -8.0% | +11.9% | +3.8% |
| 6M | +13.0% | +27.9% | -14.9% | +3.6% |
| YTD | +16.1% | +61.2% | -45.0% | +0.1% |
| 1Y | +16.8% | +28.6% | -11.8% | +3.8% |
| 3Y | +97.7% | +200.5% | -102.8% | +30.9% |
| 5Y | +42.1% | +282.9% | -240.8% | -14.7% |
| All | +318.3% | +652.0% | -333.7% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling