+753.8%
EXC vs BLK
+13,445.8%
-12,692.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +0.3% | -3.6% | +3.9% | +1.2% |
| 30D | -3.7% | -1.0% | -2.7% | -3.5% |
| 3M | -1.3% | +10.4% | -11.7% | -4.0% |
| 6M | -9.7% | +8.2% | -17.9% | -12.1% |
| YTD | +2.9% | +6.0% | -3.1% | +0.4% |
| 1Y | +4.4% | +3.3% | +1.0% | +2.3% |
| 3Y | +22.2% | +70.3% | -48.1% | +4.0% |
| 5Y | +46.7% | +34.5% | +12.2% | +30.5% |
| 10Y | +155.3% | +281.9% | -126.6% | +74.2% |
| All | +753.8% | +13,445.8% | -12,692.0% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling