+1,851.9%
TER vs BLK
+283.5%
+1,568.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.3% |
| 7D | +6.4% | -3.3% | +9.7% | +9.0% |
| 30D | -5.7% | -6.5% | +0.8% | -1.1% |
| 3M | -0.4% | +6.7% | -7.2% | -7.4% |
| 6M | +25.8% | +14.7% | +11.1% | +10.9% |
| YTD | +96.4% | +2.5% | +93.9% | +88.5% |
| 1Y | +229.2% | -2.8% | +232.0% | +228.2% |
| 3Y | +288.1% | +65.9% | +222.3% | +151.0% |
| 5Y | +219.9% | +33.0% | +187.0% | +143.8% |
| All | +1,851.9% | +283.5% | +1,568.4% | +661.2% |
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