-28.2%
EW vs MKTX
-60.6%
+32.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -7.4% | +0.8% | -8.2% | -7.5% |
| 3M | +0.9% | +41.1% | -40.2% | -5.3% |
| 6M | +1.2% | -9.5% | +10.7% | +2.7% |
| YTD | +1.8% | -8.7% | +10.5% | +3.0% |
| 1Y | +10.8% | -10.0% | +20.8% | +12.3% |
| 3Y | +17.1% | -24.6% | +41.8% | +17.5% |
| 5Y | -28.2% | -60.3% | +32.1% | -15.2% |
| All | -28.2% | -60.6% | +32.3% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling