+447.3%
FN vs QS
-44.4%
+491.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.6% | +3.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | -22.0% | -0.7% | -21.3% | -21.9% |
| 3M | -43.0% | -39.6% | -3.4% | -40.4% |
| 6M | -27.7% | -21.7% | -6.0% | -26.1% |
| YTD | -10.5% | -47.4% | +36.9% | -5.8% |
| 1Y | +12.5% | -28.4% | +40.9% | +15.0% |
| 3Y | +153.8% | -22.6% | +176.4% | +148.4% |
| 5Y | +288.0% | -75.6% | +363.6% | +283.5% |
| All | +447.3% | -44.4% | +491.7% | +486.4% |
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