+755.5%
FN vs QSR
+137.8%
+617.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | +20.8% | -3.9% | +24.7% | +22.1% |
| 30D | -17.3% | +5.9% | -23.2% | -19.1% |
| 3M | -38.1% | +1.7% | -39.8% | -38.9% |
| 6M | -44.2% | -1.9% | -42.4% | -44.7% |
| YTD | -22.3% | +13.6% | -35.9% | -27.6% |
| 1Y | -20.9% | +13.1% | -34.1% | -26.4% |
| 3Y | +111.1% | +21.8% | +89.3% | +88.2% |
| 5Y | +191.8% | +57.2% | +134.6% | +135.1% |
| All | +755.5% | +137.8% | +617.6% | +395.3% |
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