+48.5%
XYZ vs BLK
+68.4%
-19.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -1.6% |
| 7D | +2.9% | -2.4% | +5.3% | +5.0% |
| 30D | +1.4% | -3.1% | +4.5% | +4.3% |
| 3M | +14.6% | +10.7% | +3.9% | +3.7% |
| 6M | +20.8% | +15.9% | +4.9% | +4.1% |
| YTD | +23.1% | +4.0% | +19.0% | +16.4% |
| 1Y | +5.6% | +1.3% | +4.4% | +2.1% |
| All | +48.5% | +68.4% | -19.9% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling