+794.1%
FN vs MKTX
+12.3%
+781.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -28.3% | +0.8% | -29.1% | -28.4% |
| 3M | -33.9% | +2.6% | -36.4% | -34.1% |
| 6M | -43.9% | +13.6% | -57.5% | -45.2% |
| YTD | -23.4% | -7.1% | -16.3% | -23.1% |
| 1Y | -25.4% | -0.1% | -25.3% | -26.1% |
| 3Y | +107.9% | -22.3% | +130.2% | +109.8% |
| 5Y | +195.1% | -54.5% | +249.6% | +226.2% |
| 10Y | +794.1% | +14.3% | +779.8% | +693.6% |
| All | +794.1% | +12.3% | +781.8% | +693.6% |
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 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