+340.6%
FN vs QS
-62.6%
+403.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.2% | -2.2% | -6.8% |
| 7D | +0.3% | -14.0% | +14.3% | +1.8% |
| 30D | -16.5% | -6.4% | -10.2% | -15.9% |
| 3M | -42.1% | -40.3% | -1.8% | -39.1% |
| 6M | -52.9% | -57.5% | +4.6% | -49.0% |
| YTD | -28.0% | -64.7% | +36.7% | -21.1% |
| 1Y | -18.5% | -72.9% | +54.4% | -8.9% |
| 3Y | +93.9% | -33.5% | +127.3% | +95.0% |
| 5Y | +170.5% | -90.5% | +261.0% | +178.6% |
| All | +340.6% | -62.6% | +403.2% | +390.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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