+157.2%
EXC vs BLK
+277.4%
-120.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.6% | -5.2% | +3.5% | +0.1% |
| 30D | -2.4% | -7.0% | +4.7% | 0.0% |
| 3M | -4.0% | +5.7% | -9.6% | -6.2% |
| 6M | -9.8% | +11.0% | -20.8% | -13.8% |
| YTD | +2.3% | +0.9% | +1.4% | +0.5% |
| 1Y | +3.8% | -1.6% | +5.5% | +2.6% |
| 3Y | +19.7% | +64.5% | -44.7% | -6.3% |
| 5Y | +45.6% | +30.9% | +14.8% | +22.6% |
| All | +157.2% | +277.4% | -120.2% | +47.9% |
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