+661.1%
BX vs BLK
+283.5%
+377.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.1% |
| 7D | -5.6% | -3.3% | -2.3% | -2.7% |
| 30D | -12.2% | -6.5% | -5.7% | -6.8% |
| 3M | +7.4% | +6.7% | +0.6% | +1.3% |
| 6M | +22.2% | +14.7% | +7.4% | +8.4% |
| YTD | -14.0% | +2.5% | -16.5% | -15.9% |
| 1Y | -27.3% | -2.8% | -24.5% | -25.7% |
| 3Y | +24.5% | +65.9% | -41.3% | -18.5% |
| 5Y | +18.9% | +33.0% | -14.1% | -6.4% |
| All | +661.1% | +283.5% | +377.5% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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