+1,067.7%
XLY vs BLK
+12,998.0%
-11,930.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.3% |
| 7D | -1.7% | -3.3% | +1.6% | -0.4% |
| 30D | -4.2% | -6.5% | +2.3% | -1.7% |
| 3M | -2.7% | +6.7% | -9.4% | -5.4% |
| 6M | -0.6% | +14.7% | -15.4% | -6.2% |
| YTD | -5.0% | +2.5% | -7.5% | -6.7% |
| 1Y | -4.1% | -2.8% | -1.3% | -4.0% |
| 3Y | +33.6% | +65.9% | -32.3% | +8.6% |
| 5Y | +28.7% | +33.0% | -4.3% | +13.0% |
| 10Y | +219.6% | +281.2% | -61.6% | +89.5% |
| All | +1,067.7% | +12,998.0% | -11,930.3% | +207.7% |
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