+32.6%
NET vs MKTX
-56.6%
+89.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -16.4% | +0.5% | -16.8% | -16.5% |
| 30D | -25.8% | +1.0% | -26.8% | -26.2% |
| 3M | -11.5% | +2.5% | -14.0% | -12.5% |
| 6M | +18.9% | +8.0% | +10.9% | +13.9% |
| YTD | +35.2% | -7.3% | +42.5% | +38.6% |
| 1Y | +14.5% | +4.7% | +9.8% | +10.0% |
| 3Y | +313.8% | -21.2% | +335.0% | +305.4% |
| 5Y | +32.6% | -54.6% | +87.1% | +127.1% |
| All | +32.6% | -56.6% | +89.2% | +127.1% |
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