+63.3%
RF vs MKTX
+1,467.9%
-1,404.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | +7.0% | +0.7% | +6.4% | +6.8% |
| 3M | -7.0% | +2.4% | -9.4% | -7.8% |
| 6M | +6.8% | +13.5% | -6.7% | -0.7% |
| YTD | +9.9% | -7.2% | +17.2% | +9.5% |
| 1Y | +21.1% | +1.0% | +20.2% | +16.5% |
| 3Y | +119.6% | -23.7% | +143.4% | +124.8% |
| 5Y | +46.2% | -54.4% | +100.6% | +74.3% |
| 10Y | +261.5% | +13.2% | +248.3% | +154.5% |
| All | +63.3% | +1,467.9% | -1,404.6% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling