+102.4%
FN vs QSR
+27.3%
+75.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.1% | +12.8% | +11.6% |
| 7D | 0.0% | +7.3% | -7.3% | +0.4% |
| 30D | -34.3% | +11.9% | -46.2% | -34.0% |
| 3M | -39.9% | +7.5% | -47.4% | -39.7% |
| 6M | -51.8% | +2.5% | -54.3% | -51.5% |
| YTD | -28.1% | +17.0% | -45.1% | -29.7% |
| 1Y | -29.1% | +18.1% | -47.2% | -31.0% |
| 3Y | +102.4% | +28.6% | +73.8% | +79.2% |
| All | +102.4% | +27.3% | +75.1% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling