+890.0%
FN vs MKTX
+6.7%
+883.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | -26.0% | +1.0% | -26.9% | -26.1% |
| 3M | -33.3% | +41.3% | -74.5% | -37.1% |
| 6M | -14.9% | -11.3% | -3.6% | -13.7% |
| YTD | -8.6% | -8.6% | 0.0% | -7.9% |
| 1Y | +12.3% | -11.1% | +23.4% | +13.4% |
| 3Y | +174.4% | -24.5% | +198.9% | +177.6% |
| 5Y | +296.4% | -61.4% | +357.8% | +355.1% |
| 10Y | +890.0% | +6.8% | +883.2% | +767.5% |
| All | +890.0% | +6.7% | +883.3% | +767.5% |
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