+102.4%
FN vs MKTX
-22.1%
+124.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.7% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -34.3% | +0.9% | -35.2% | -34.3% |
| 3M | -39.9% | +2.3% | -42.2% | -39.8% |
| 6M | -51.8% | +12.4% | -64.2% | -51.4% |
| YTD | -28.1% | -7.3% | -20.9% | -29.1% |
| 1Y | -29.1% | +1.8% | -30.9% | -29.4% |
| 3Y | +102.4% | -21.2% | +123.6% | +124.2% |
| All | +102.4% | -22.1% | +124.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling