+332.3%
BLK vs Z
+17.0%
+315.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -0.6% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | -3.1% | -3.7% | +0.6% | -2.5% |
| 3M | +10.7% | -7.0% | +17.7% | +11.8% |
| 6M | +15.9% | -29.5% | +45.4% | +23.4% |
| YTD | +4.0% | -52.6% | +56.6% | +19.4% |
| 1Y | +1.3% | -64.0% | +65.3% | +22.5% |
| 3Y | +69.6% | -36.4% | +106.0% | +77.2% |
| 5Y | +33.8% | -65.8% | +99.5% | +47.3% |
| 10Y | +276.2% | -5.8% | +282.0% | +204.4% |
| All | +332.3% | +17.0% | +315.3% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling