-11.7%
A vs FRSH
-72.5%
+60.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.6% | -6.6% | +4.0% | -1.3% |
| 30D | -0.9% | +2.1% | -3.0% | -1.5% |
| 3M | +13.6% | +29.0% | -15.3% | +7.5% |
| 6M | +27.8% | +48.6% | -20.8% | +17.0% |
| YTD | +8.6% | -2.9% | +11.6% | +7.4% |
| 1Y | +16.9% | -7.9% | +24.8% | +16.5% |
| 3Y | +32.9% | -46.5% | +79.4% | +43.2% |
| All | -11.7% | -72.5% | +60.8% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling