+12.3%
FN vs QSR
+29.1%
-16.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +0.8% |
| 7D | +3.5% | +0.1% | +3.5% | +3.6% |
| 30D | -26.0% | +5.9% | -31.9% | -23.5% |
| 3M | -33.3% | +10.5% | -43.7% | -28.8% |
| 6M | -14.9% | +7.7% | -22.6% | -9.4% |
| YTD | -8.6% | +16.8% | -25.3% | +1.4% |
| 1Y | +12.3% | +30.9% | -18.6% | +28.2% |
| All | +12.3% | +29.1% | -16.8% | +28.2% |
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