-30.8%
FN vs Q
+56.5%
-87.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.4% | -6.9% | -8.3% |
| 7D | -16.0% | -10.3% | -5.7% | -7.6% |
| 30D | -40.1% | -17.7% | -22.5% | -29.5% |
| 3M | -43.9% | -18.8% | -25.1% | -32.7% |
| 6M | -55.6% | -24.8% | -30.8% | -44.5% |
| YTD | -35.7% | +35.0% | -70.7% | -48.1% |
| 1Y | -39.8% | +10.7% | -50.5% | -42.6% |
| All | -30.8% | +56.5% | -87.3% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling