+296.4%
FN vs QS
-74.6%
+371.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.8% |
| 7D | +3.5% | +2.2% | +1.3% | +3.2% |
| 30D | -26.0% | -8.1% | -17.9% | -24.8% |
| 3M | -33.3% | -27.0% | -6.2% | -29.9% |
| 6M | -14.9% | -16.4% | +1.5% | -12.4% |
| YTD | -8.6% | -46.4% | +37.8% | -0.1% |
| 1Y | +12.3% | -41.1% | +53.4% | +19.3% |
| 3Y | +174.4% | -18.6% | +193.0% | +154.7% |
| 5Y | +296.4% | -73.0% | +369.5% | +284.7% |
| All | +296.4% | -74.6% | +371.0% | +284.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling