+61.7%
RF vs MKTX
+1,471.9%
-1,410.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +4.6% | +0.9% | +3.7% | +4.3% |
| 3M | -8.4% | +2.7% | -11.1% | -9.3% |
| 6M | +8.9% | +15.6% | -6.7% | +0.5% |
| YTD | +8.8% | -7.0% | +15.8% | +8.3% |
| 1Y | +18.9% | -1.2% | +20.1% | +15.4% |
| 3Y | +116.0% | -22.2% | +138.2% | +119.3% |
| 5Y | +46.0% | -53.7% | +99.8% | +73.2% |
| 10Y | +231.7% | +13.0% | +218.7% | +133.8% |
| All | +61.7% | +1,471.9% | -1,410.2% | -74.2% |
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