+67.3%
F vs BLK
+318.4%
-251.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.3% |
| 7D | -3.1% | +3.7% | -6.8% | -5.4% |
| 30D | 0.0% | +13.9% | -13.9% | -8.3% |
| 3M | -13.2% | +3.9% | -17.1% | -15.7% |
| 6M | -10.2% | +13.0% | -23.2% | -18.0% |
| YTD | -4.9% | +16.1% | -21.1% | -15.5% |
| 1Y | -6.1% | +16.8% | -22.9% | -16.9% |
| 3Y | +46.0% | +97.7% | -51.7% | -11.9% |
| 5Y | -15.7% | +42.1% | -57.8% | -37.5% |
| All | +67.3% | +318.4% | -251.1% | -40.4% |
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