+3,689.8%
FN vs MKTX
+1,283.9%
+2,405.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -22.0% | +1.1% | -23.1% | -22.2% |
| 3M | -43.0% | +36.1% | -79.1% | -47.5% |
| 6M | -27.7% | -12.9% | -14.9% | -26.2% |
| YTD | -10.5% | -8.5% | -2.0% | -9.9% |
| 1Y | +12.5% | -7.5% | +20.0% | +12.4% |
| 3Y | +153.8% | -28.3% | +182.1% | +160.8% |
| 5Y | +288.0% | -63.3% | +351.3% | +372.0% |
| 10Y | +906.4% | +4.5% | +901.9% | +689.7% |
| All | +3,689.8% | +1,283.9% | +2,405.9% | +1,007.3% |
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