+33.0%
BLK vs QSR
+40.5%
-7.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.3% | -4.0% | +0.7% | -1.6% |
| 30D | -6.5% | +2.8% | -9.3% | -7.7% |
| 3M | +6.7% | +5.1% | +1.7% | +4.0% |
| 6M | +14.7% | +8.8% | +5.9% | +9.5% |
| YTD | +2.5% | +14.8% | -12.3% | -5.1% |
| 1Y | -2.8% | +25.7% | -28.5% | -14.2% |
| 3Y | +65.9% | +27.5% | +38.3% | +39.9% |
| All | +33.0% | +40.5% | -7.5% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling