+269.1%
BLK vs P
+684.8%
-415.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.3% |
| 7D | -5.2% | -4.1% | -1.1% | -4.4% |
| 30D | -7.0% | -14.0% | +6.9% | -4.5% |
| 3M | +5.7% | +41.4% | -35.8% | -3.1% |
| 6M | +11.0% | +54.2% | -43.2% | -1.3% |
| YTD | +0.9% | +40.4% | -39.5% | -9.1% |
| 1Y | -1.6% | +16.0% | -17.6% | -9.7% |
| 3Y | +64.5% | +140.7% | -76.2% | +16.7% |
| 5Y | +30.9% | +256.3% | -225.5% | -19.0% |
| All | +269.1% | +684.8% | -415.7% | +82.6% |
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