-49.8%
FND vs QSR
+25.8%
-75.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -5.8% | -4.0% | -1.7% | -3.6% |
| 30D | -20.2% | +2.8% | -23.0% | -21.5% |
| 3M | -12.0% | +5.1% | -17.0% | -14.3% |
| 6M | -18.5% | +8.8% | -27.3% | -22.6% |
| YTD | -22.3% | +14.8% | -37.1% | -28.7% |
| 1Y | -47.6% | +25.7% | -73.4% | -54.6% |
| 3Y | -49.8% | +27.5% | -77.3% | -58.3% |
| All | -49.8% | +25.8% | -75.6% | -58.3% |
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