+24.3%
F vs BLK
-0.2%
+24.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | 0.0% |
| 7D | -4.4% | -3.3% | -1.1% | -3.1% |
| 30D | +1.0% | -6.5% | +7.5% | +3.9% |
| 3M | -4.0% | +6.7% | -10.8% | -7.0% |
| 6M | +18.1% | +14.7% | +3.3% | +11.4% |
| YTD | +10.2% | +2.5% | +7.6% | +7.7% |
| 1Y | +24.3% | -2.8% | +27.1% | +20.8% |
| All | +24.3% | -0.2% | +24.5% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling