+529.4%
XYZ vs BLK
+342.6%
+186.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.3% |
| 7D | -2.1% | +3.9% | -6.0% | -5.6% |
| 30D | +7.0% | +14.1% | -7.1% | -5.2% |
| 3M | +5.1% | +5.3% | -0.3% | +0.3% |
| 6M | +14.1% | +12.6% | +1.5% | +0.9% |
| YTD | +26.4% | +15.5% | +10.8% | +8.0% |
| 1Y | +25.1% | +13.6% | +11.5% | +8.5% |
| 3Y | +59.7% | +95.6% | -35.9% | -18.5% |
| 5Y | -63.8% | +41.4% | -105.2% | -74.2% |
| 10Y | +592.4% | +319.1% | +273.3% | +124.1% |
| All | +529.4% | +342.6% | +186.7% | +85.7% |
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