-55.6%
FN vs QS
-43.0%
-12.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.2% | -7.0% | -10.9% |
| 7D | -16.0% | -2.1% | -13.8% | -14.9% |
| 30D | -40.1% | -11.6% | -28.5% | -36.6% |
| 3M | -43.9% | -25.5% | -18.4% | -35.8% |
| 6M | -55.6% | -43.4% | -12.2% | -42.7% |
| All | -55.6% | -43.0% | -12.6% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling