+890.0%
FN vs QSR
+122.5%
+767.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +2.9% |
| 7D | +3.5% | +0.1% | +3.5% | +3.5% |
| 30D | -26.0% | +5.9% | -31.9% | -27.4% |
| 3M | -33.3% | +10.5% | -43.7% | -35.9% |
| 6M | -14.9% | +7.7% | -22.6% | -18.2% |
| YTD | -8.6% | +16.8% | -25.3% | -15.0% |
| 1Y | +12.3% | +30.9% | -18.6% | -0.5% |
| 3Y | +174.4% | +28.2% | +146.2% | +141.6% |
| 5Y | +296.4% | +45.0% | +251.4% | +230.1% |
| 10Y | +890.0% | +127.3% | +762.7% | +549.3% |
| All | +890.0% | +122.5% | +767.6% | +549.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling