+89.8%
RF vs MKTX
-61.3%
+151.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | -3.4% | +1.0% | -4.3% | -3.5% |
| 3M | +6.4% | +41.3% | -34.9% | +1.2% |
| 6M | +13.4% | -11.3% | +24.7% | +15.6% |
| YTD | +14.2% | -8.6% | +22.8% | +15.7% |
| 1Y | +15.7% | -11.1% | +26.8% | +17.5% |
| 3Y | +91.3% | -24.5% | +115.8% | +95.9% |
| 5Y | +89.8% | -61.4% | +151.2% | +103.6% |
| All | +89.8% | -61.3% | +151.0% | +103.6% |
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