-66.5%
U vs BLK
+32.0%
-98.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +2.5% |
| 7D | +5.5% | -3.3% | +8.8% | +9.9% |
| 30D | -1.3% | -6.5% | +5.2% | +7.1% |
| 3M | +64.6% | +6.7% | +57.8% | +49.2% |
| 6M | +119.4% | +14.7% | +104.6% | +76.6% |
| YTD | -0.5% | +2.5% | -3.0% | -6.9% |
| 1Y | +1.3% | -2.8% | +4.1% | +1.1% |
| 3Y | +15.6% | +65.9% | -50.2% | -47.3% |
| All | -66.5% | +32.0% | -98.5% | -79.0% |
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