+794.1%
FN vs QSR
+130.9%
+663.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | +4.5% | -8.5% | -5.5% |
| 30D | -28.3% | +9.4% | -37.7% | -30.6% |
| 3M | -33.9% | +7.5% | -41.4% | -35.8% |
| 6M | -43.9% | -0.8% | -43.1% | -44.5% |
| YTD | -23.4% | +16.9% | -40.3% | -29.2% |
| 1Y | -25.4% | +16.3% | -41.7% | -31.0% |
| 3Y | +107.9% | +25.3% | +82.6% | +84.1% |
| 5Y | +195.1% | +60.4% | +134.7% | +136.8% |
| 10Y | +794.1% | +139.2% | +654.9% | +487.6% |
| All | +794.1% | +130.9% | +663.2% | +487.6% |
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