+65.9%
BLK vs QS
-24.6%
+90.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -3.3% | -3.6% | +0.3% | -3.0% |
| 30D | -6.5% | -17.2% | +10.7% | -5.2% |
| 3M | +6.7% | -27.0% | +33.7% | +8.9% |
| 6M | +14.7% | -24.6% | +39.3% | +16.4% |
| YTD | +2.5% | -49.3% | +51.9% | +6.8% |
| 1Y | -2.8% | -40.3% | +37.6% | -1.1% |
| 3Y | +65.9% | -23.8% | +89.7% | +54.1% |
| All | +65.9% | -24.6% | +90.4% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling