-62.7%
FND vs MKTX
-60.5%
-2.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.8% | -0.2% | -5.5% | -5.7% |
| 30D | -20.2% | +0.7% | -20.9% | -20.4% |
| 3M | -12.0% | +40.8% | -52.8% | -21.8% |
| 6M | -18.5% | -8.0% | -10.5% | -16.6% |
| YTD | -22.3% | -8.7% | -13.5% | -20.4% |
| 1Y | -47.6% | -11.8% | -35.8% | -45.9% |
| 3Y | -49.8% | -24.0% | -25.7% | -48.5% |
| All | -62.7% | -60.5% | -2.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling