+322.5%
BLK vs RF
+241.0%
+81.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | +13.1% | +4.6% | +8.5% | +10.8% |
| 3M | +7.3% | -8.4% | +15.7% | +11.9% |
| 6M | +14.6% | +8.9% | +5.8% | +10.0% |
| YTD | +16.5% | +8.8% | +7.6% | +11.5% |
| 1Y | +15.4% | +18.9% | -3.5% | +5.9% |
| 3Y | +97.2% | +116.0% | -18.8% | +34.8% |
| 5Y | +43.4% | +46.0% | -2.7% | +14.5% |
| 10Y | +322.5% | +231.7% | +90.7% | +124.5% |
| All | +322.5% | +241.0% | +81.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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