+13.3%
FN vs MKTX
-11.2%
+24.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | -20.6% | +1.0% | -21.6% | -20.6% |
| 3M | -28.6% | +40.8% | -69.4% | -24.9% |
| 6M | -20.7% | -10.9% | -9.8% | -25.7% |
| YTD | -8.1% | -8.6% | +0.5% | -13.7% |
| 1Y | +13.3% | -11.6% | +24.9% | -4.7% |
| All | +13.3% | -11.2% | +24.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling