+3,304.1%
FN vs MKTX
+1,303.3%
+2,000.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.8% | +11.9% |
| 7D | +16.3% | +0.1% | +16.2% | +16.3% |
| 30D | -24.7% | +0.7% | -25.4% | -24.9% |
| 3M | -34.9% | +2.4% | -37.4% | -35.3% |
| 6M | -41.1% | +13.5% | -54.6% | -43.4% |
| YTD | -19.6% | -7.2% | -12.4% | -19.4% |
| 1Y | -18.5% | +1.0% | -19.5% | -20.1% |
| 3Y | +119.1% | -23.7% | +142.9% | +122.1% |
| 5Y | +206.9% | -54.4% | +261.3% | +250.1% |
| 10Y | +826.4% | +13.2% | +813.2% | +607.3% |
| All | +3,304.1% | +1,303.3% | +2,000.8% | +891.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling