+339.5%
FN vs QS
-56.5%
+396.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.1% | +7.5% | +11.2% |
| 7D | 0.0% | +5.4% | -5.5% | -0.5% |
| 30D | -34.3% | -5.3% | -29.0% | -33.9% |
| 3M | -39.9% | -22.6% | -17.3% | -38.3% |
| 6M | -51.8% | -46.2% | -5.7% | -49.0% |
| YTD | -28.1% | -58.9% | +30.8% | -22.6% |
| 1Y | -29.1% | -73.1% | +44.0% | -21.0% |
| 3Y | +102.4% | -27.2% | +129.7% | +101.2% |
| 5Y | +171.7% | -86.2% | +257.9% | +175.2% |
| All | +339.5% | -56.5% | +396.0% | +382.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling