+33.0%
BLK vs USFR
+20.6%
+12.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -6.5% | +0.4% | -6.9% | -6.5% |
| 3M | +6.7% | +1.0% | +5.7% | +6.9% |
| 6M | +14.7% | +2.0% | +12.7% | +15.0% |
| YTD | +2.5% | +2.8% | -0.2% | +2.5% |
| 1Y | -2.8% | +4.1% | -6.9% | -3.4% |
| 3Y | +65.9% | +14.1% | +51.7% | +64.9% |
| All | +33.0% | +20.6% | +12.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling