-17.7%
FN vs Q
+75.8%
-93.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -3.8% |
| 7D | -4.1% | +4.0% | -8.1% | -6.2% |
| 30D | -28.3% | -2.3% | -26.0% | -25.9% |
| 3M | -33.9% | -7.9% | -26.0% | -28.1% |
| 6M | -43.9% | -16.0% | -27.9% | -35.8% |
| YTD | -23.4% | +51.7% | -75.2% | -43.6% |
| 1Y | -25.4% | +28.3% | -53.7% | -36.6% |
| All | -17.7% | +75.8% | -93.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling