+85.2%
F vs BLK
+277.4%
-192.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.8% |
| 7D | -3.7% | -5.2% | +1.5% | -0.2% |
| 30D | -0.7% | -7.0% | +6.3% | +4.1% |
| 3M | -1.9% | +5.7% | -7.5% | -6.1% |
| 6M | +16.1% | +11.0% | +5.1% | +7.4% |
| YTD | +9.5% | +0.9% | +8.6% | +7.1% |
| 1Y | +27.2% | -1.6% | +28.8% | +26.1% |
| 3Y | +36.3% | +64.5% | -28.2% | -6.7% |
| 5Y | +49.3% | +30.9% | +18.4% | +17.5% |
| All | +85.2% | +277.4% | -192.2% | -26.5% |
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