+693.0%
FN vs MKTX
+12.8%
+680.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | +0.2% | 0.0% | +0.2% |
| 30D | -16.5% | +0.9% | -17.4% | -16.6% |
| 3M | -42.1% | +2.6% | -44.7% | -42.3% |
| 6M | -52.9% | +20.4% | -73.3% | -54.4% |
| YTD | -28.0% | -7.1% | -20.9% | -27.6% |
| 1Y | -18.5% | -2.8% | -15.8% | -18.8% |
| 3Y | +93.9% | -21.7% | +115.6% | +95.3% |
| 5Y | +170.5% | -54.5% | +225.0% | +198.9% |
| All | +693.0% | +12.8% | +680.2% | +635.3% |
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