+30.9%
BLK vs Z
-66.6%
+97.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | -5.2% | -11.6% | +6.4% | -2.5% |
| 30D | -7.0% | -8.5% | +1.4% | -5.3% |
| 3M | +5.7% | -7.9% | +13.6% | +7.1% |
| 6M | +11.0% | -29.1% | +40.1% | +19.0% |
| YTD | +0.9% | -54.2% | +55.1% | +19.0% |
| 1Y | -1.6% | -63.5% | +61.9% | +21.9% |
| 3Y | +64.5% | -38.6% | +103.1% | +74.1% |
| 5Y | +30.9% | -66.0% | +96.8% | +32.1% |
| All | +30.9% | -66.6% | +97.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling