+16.6%
F vs BLK
+14,777.2%
-14,760.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | +3.3% | +13.1% | -9.8% | -2.7% |
| 3M | -11.3% | +7.3% | -18.6% | -14.4% |
| 6M | +5.3% | +14.6% | -9.3% | -2.0% |
| YTD | -2.2% | +16.5% | -18.7% | -10.1% |
| 1Y | -3.5% | +15.4% | -18.9% | -10.9% |
| 3Y | +49.5% | +97.2% | -47.6% | +6.2% |
| 5Y | -13.5% | +43.4% | -56.9% | -28.6% |
| 10Y | +69.0% | +322.5% | -253.5% | -14.9% |
| All | +16.6% | +14,777.2% | -14,760.6% | -72.3% |
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