+213.6%
RF vs MKTX
+12.8%
+200.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | -7.9% | +2.6% | -10.5% | -8.3% |
| 6M | +10.5% | +20.4% | -9.9% | +6.5% |
| YTD | +9.6% | -7.1% | +16.7% | +10.3% |
| 1Y | +20.3% | -2.8% | +23.1% | +19.9% |
| 3Y | +119.5% | -21.7% | +141.3% | +123.5% |
| 5Y | +48.2% | -54.5% | +102.7% | +63.7% |
| All | +213.6% | +12.8% | +200.8% | +142.3% |
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