-20.9%
FN vs QSR
+13.6%
-34.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -5.2% |
| 7D | +20.8% | -3.9% | +24.7% | +17.5% |
| 30D | -17.3% | +5.9% | -23.2% | -13.6% |
| 3M | -38.1% | +1.7% | -39.8% | -36.6% |
| 6M | -44.2% | -1.9% | -42.4% | -42.8% |
| YTD | -22.3% | +13.6% | -35.9% | -12.7% |
| 1Y | -20.9% | +13.1% | -34.1% | -11.0% |
| All | -20.9% | +13.6% | -34.5% | -11.0% |
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