+39.9%
BLK vs S
-57.1%
+97.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -3.3% | -0.7% | -2.7% | -3.2% |
| 30D | -6.5% | -11.4% | +4.9% | -5.0% |
| 3M | +6.7% | +33.8% | -27.1% | +1.6% |
| 6M | +14.7% | +39.5% | -24.7% | +7.7% |
| YTD | +2.5% | +31.7% | -29.1% | -3.1% |
| 1Y | -2.8% | +7.0% | -9.8% | -5.5% |
| 3Y | +65.9% | +11.8% | +54.1% | +54.5% |
| 5Y | +33.0% | -69.0% | +102.0% | +34.2% |
| All | +39.9% | -57.1% | +97.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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