+275.1%
BLK vs Z
-2.5%
+277.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +0.8% |
| 7D | -3.3% | -6.0% | +2.7% | -2.1% |
| 30D | -6.5% | -2.3% | -4.2% | -6.2% |
| 3M | +6.7% | -0.6% | +7.4% | +6.4% |
| 6M | +14.7% | -27.6% | +42.3% | +21.5% |
| YTD | +2.5% | -52.4% | +54.9% | +17.6% |
| 1Y | -2.8% | -63.6% | +60.8% | +17.4% |
| 3Y | +65.9% | -36.4% | +102.2% | +73.4% |
| 5Y | +33.0% | -64.6% | +97.6% | +45.2% |
| All | +275.1% | -2.5% | +277.5% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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