+112.5%
NET vs MKTX
-63.2%
+175.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | +1.1% | -5.9% | -5.2% |
| 3M | +3.8% | +36.1% | -32.3% | -11.0% |
| 6M | +50.0% | -12.9% | +62.9% | +58.8% |
| YTD | +41.5% | -8.5% | +50.0% | +45.8% |
| 1Y | +32.8% | -7.5% | +40.4% | +35.0% |
| 3Y | +335.9% | -28.3% | +364.2% | +357.7% |
| All | +112.5% | -63.2% | +175.6% | +265.6% |
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 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