-67.9%
XYZ vs BLK
+32.0%
-99.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.7% |
| 7D | -4.3% | -3.3% | -1.0% | -0.5% |
| 30D | +1.2% | -6.5% | +7.7% | +9.4% |
| 3M | +14.6% | +6.7% | +7.9% | +4.5% |
| 6M | +22.6% | +14.7% | +7.8% | +1.5% |
| YTD | +21.7% | +2.5% | +19.2% | +13.8% |
| 1Y | +6.7% | -2.8% | +9.5% | +5.9% |
| 3Y | +46.8% | +65.9% | -19.0% | -32.1% |
| All | -67.9% | +32.0% | -99.9% | -80.2% |
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 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