+391.6%
FN vs QS
-53.6%
+445.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.8% | +5.1% | +11.2% |
| 7D | +16.3% | +13.7% | +2.6% | +15.0% |
| 30D | -24.7% | -0.2% | -24.5% | -24.7% |
| 3M | -34.9% | -24.8% | -10.1% | -33.1% |
| 6M | -41.1% | -39.4% | -1.7% | -38.3% |
| YTD | -19.6% | -56.1% | +36.5% | -13.9% |
| 1Y | -18.5% | -72.5% | +54.0% | -9.5% |
| 3Y | +119.1% | -16.3% | +135.4% | +115.6% |
| 5Y | +206.9% | -87.6% | +294.5% | +209.3% |
| All | +391.6% | -53.6% | +445.2% | +436.0% |
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