+2,943.1%
FN vs MKTX
+1,302.6%
+1,640.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | 0.0% | +11.6% | +11.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -34.3% | +0.9% | -35.2% | -34.4% |
| 3M | -39.9% | +2.3% | -42.2% | -40.2% |
| 6M | -51.8% | +12.4% | -64.2% | -53.7% |
| YTD | -28.1% | -7.3% | -20.9% | -27.9% |
| 1Y | -29.1% | +1.8% | -30.9% | -30.6% |
| 3Y | +102.4% | -21.2% | +123.6% | +103.0% |
| 5Y | +171.7% | -54.6% | +226.2% | +210.1% |
| 10Y | +773.5% | +21.5% | +752.1% | +549.0% |
| All | +2,943.1% | +1,302.6% | +1,640.4% | +786.4% |
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