+117.8%
EW vs MKTX
+5.0%
+112.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -6.2% | -0.2% | -5.9% | -6.1% |
| 30D | -9.3% | +0.7% | -10.1% | -9.5% |
| 3M | -1.6% | +40.8% | -42.4% | -10.3% |
| 6M | -0.8% | -8.0% | +7.1% | +0.3% |
| YTD | -1.0% | -8.7% | +7.7% | +0.1% |
| 1Y | +8.2% | -11.8% | +20.0% | +10.1% |
| 3Y | +12.7% | -24.0% | +36.7% | +14.1% |
| 5Y | -30.2% | -60.3% | +30.1% | -15.7% |
| All | +117.8% | +5.0% | +112.7% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling