-79.9%
FIG vs BLK
0.0%
-79.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.9% |
| 7D | -3.8% | -3.3% | -0.5% | -1.9% |
| 30D | -2.3% | -6.5% | +4.2% | +1.6% |
| 3M | +20.0% | +6.7% | +13.2% | +15.8% |
| 6M | -16.7% | +14.7% | -31.4% | -25.2% |
| YTD | -37.9% | +2.5% | -40.4% | -39.0% |
| 1Y | -58.5% | -2.8% | -55.8% | -57.2% |
| All | -79.9% | 0.0% | -79.9% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling