+118.1%
FN vs QS
-22.5%
+140.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.4% | +11.3% | +7.0% |
| 7D | +8.0% | -5.0% | +13.0% | +9.4% |
| 30D | -19.1% | -1.4% | -17.7% | -18.9% |
| 3M | -29.8% | -33.6% | +3.8% | -24.1% |
| 6M | -43.2% | -47.6% | +4.4% | -36.3% |
| YTD | -18.9% | -59.6% | +40.6% | -6.3% |
| 1Y | -17.9% | -73.5% | +55.7% | +0.7% |
| All | +118.1% | -22.5% | +140.6% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling