-25.7%
FN vs QSR
+23.8%
-49.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.5% | -11.4% | -2.4% |
| 7D | -7.0% | +5.2% | -12.2% | -3.6% |
| 30D | -24.7% | +12.2% | -36.9% | -18.6% |
| 3M | -35.7% | +7.0% | -42.7% | -32.0% |
| 6M | -52.4% | -0.3% | -52.1% | -50.2% |
| YTD | -25.0% | +18.0% | -43.0% | -14.7% |
| 1Y | -25.7% | +22.6% | -48.3% | -16.1% |
| All | -25.7% | +23.8% | -49.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling