+275.1%
BLK vs USFR
+28.1%
+246.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -6.5% | +0.4% | -6.9% | -6.9% |
| 3M | +6.7% | +1.0% | +5.7% | +5.4% |
| 6M | +14.7% | +2.0% | +12.7% | +11.9% |
| YTD | +2.5% | +2.8% | -0.2% | -1.0% |
| 1Y | -2.8% | +4.1% | -6.9% | -7.8% |
| 3Y | +65.9% | +14.1% | +51.7% | +38.8% |
| 5Y | +33.0% | +20.6% | +12.4% | +2.7% |
| All | +275.1% | +28.1% | +246.9% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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