+533.2%
XYZ vs BLK
+306.2%
+227.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | -1.0% | -3.6% | +2.7% | +2.5% |
| 30D | -1.7% | -1.0% | -0.7% | -0.8% |
| 3M | +16.7% | +10.4% | +6.4% | +5.2% |
| 6M | +26.9% | +8.2% | +18.7% | +15.7% |
| YTD | +27.1% | +6.0% | +21.1% | +17.6% |
| 1Y | +9.3% | +3.3% | +5.9% | +3.0% |
| 3Y | +42.3% | +70.3% | -28.0% | -17.1% |
| 5Y | -69.3% | +34.5% | -103.8% | -77.0% |
| 10Y | +586.8% | +281.9% | +304.9% | +141.2% |
| All | +533.2% | +306.2% | +227.0% | +102.0% |
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 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