+33.8%
BLK vs RF
+89.9%
-56.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -2.4% | +2.7% | -5.1% | -3.7% |
| 30D | -3.1% | -3.4% | +0.2% | -1.5% |
| 3M | +10.7% | +6.4% | +4.3% | +7.1% |
| 6M | +15.9% | +13.4% | +2.5% | +8.4% |
| YTD | +4.0% | +14.2% | -10.2% | -3.3% |
| 1Y | +1.3% | +15.7% | -14.4% | -6.6% |
| 3Y | +69.6% | +91.3% | -21.8% | +19.0% |
| 5Y | +33.8% | +89.8% | -56.0% | -6.9% |
| All | +33.8% | +89.9% | -56.2% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling