+14.5%
NET vs BLK
+17.9%
-3.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -2.6% |
| 7D | -16.4% | +5.7% | -22.1% | -16.3% |
| 30D | -25.8% | +14.8% | -40.7% | -26.0% |
| 3M | -11.5% | +8.8% | -20.3% | -11.4% |
| 6M | +18.9% | +17.6% | +1.3% | +19.0% |
| YTD | +35.2% | +16.3% | +18.9% | +33.3% |
| 1Y | +14.5% | +18.0% | -3.5% | +11.3% |
| All | +14.5% | +17.9% | -3.4% | +11.3% |
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 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