+12,790.5%
BLK vs UL
+548.3%
+12,242.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.4% |
| 7D | -2.7% | -3.2% | +0.6% | -1.2% |
| 30D | -4.8% | -0.6% | -4.2% | -4.5% |
| 3M | +6.5% | +9.4% | -3.0% | +1.7% |
| 6M | +13.1% | -4.1% | +17.3% | +14.6% |
| YTD | +1.8% | -2.0% | +3.8% | +1.7% |
| 1Y | -1.0% | -9.0% | +8.0% | +2.1% |
| 3Y | +66.0% | +21.8% | +44.1% | +46.7% |
| 5Y | +31.2% | +20.6% | +10.7% | +14.6% |
| 10Y | +278.5% | +67.7% | +210.8% | +176.5% |
| All | +12,790.5% | +548.3% | +12,242.2% | +5,973.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 all: compounded portfolio wealth divided by compounded UL 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…
all analysis · Full analysis span regression · 6 months rolling