+652.7%
TER vs BLK
+14,736.0%
-14,083.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +14.4% | +3.7% | +10.6% | +12.1% |
| 30D | -30.6% | +13.9% | -44.5% | -35.8% |
| 3M | -39.2% | +3.9% | -43.1% | -40.9% |
| 6M | -31.3% | +13.0% | -44.3% | -37.0% |
| YTD | +29.1% | +16.1% | +12.9% | +16.7% |
| 1Y | +47.4% | +16.8% | +30.7% | +32.9% |
| 3Y | +191.2% | +97.7% | +93.6% | +94.2% |
| 5Y | +74.0% | +42.1% | +31.9% | +40.9% |
| 10Y | +1,005.1% | +321.3% | +683.8% | +394.9% |
| All | +652.7% | +14,736.0% | -14,083.3% | -31.3% |
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