+93.9%
FN vs QSR
+21.7%
+72.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.3% |
| 7D | +0.3% | -2.9% | +3.2% | 0.0% |
| 30D | -16.5% | +4.1% | -20.7% | -16.4% |
| 3M | -42.1% | -0.7% | -41.4% | -42.0% |
| 6M | -52.9% | +0.4% | -53.3% | -52.7% |
| YTD | -28.0% | +13.5% | -41.5% | -29.6% |
| 1Y | -18.5% | +11.0% | -29.5% | -20.0% |
| 3Y | +93.9% | +22.0% | +71.9% | +83.5% |
| All | +93.9% | +21.7% | +72.1% | +83.5% |
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