+375.3%
FN vs QS
-60.6%
+435.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -3.3% |
| 7D | +20.8% | -5.6% | +26.4% | +21.5% |
| 30D | -17.3% | -5.8% | -11.5% | -16.7% |
| 3M | -38.1% | -39.2% | +1.1% | -35.0% |
| 6M | -44.2% | -53.9% | +9.7% | -40.1% |
| YTD | -22.3% | -62.8% | +40.5% | -15.4% |
| 1Y | -20.9% | -73.5% | +52.6% | -11.6% |
| 3Y | +111.1% | -29.1% | +140.1% | +111.0% |
| 5Y | +191.8% | -90.0% | +281.8% | +198.9% |
| All | +375.3% | -60.6% | +435.9% | +426.7% |
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