+29.5%
A vs FRSH
-46.5%
+75.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.6% | -11.2% | +6.6% | -2.6% |
| 30D | -4.3% | -0.8% | -3.4% | -4.3% |
| 3M | +8.9% | +26.4% | -17.5% | +3.8% |
| 6M | +24.5% | +48.4% | -23.9% | +14.4% |
| YTD | +5.8% | -3.1% | +8.9% | +5.7% |
| 1Y | +16.2% | -8.7% | +24.9% | +17.3% |
| All | +29.5% | -46.5% | +75.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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