+67.2%
ACWI vs FRSH
-70.7%
+137.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -2.6% | -8.8% | +6.3% | -1.6% |
| 3M | -3.2% | +8.8% | -12.0% | -4.6% |
| 6M | +1.9% | +49.1% | -47.2% | -4.2% |
| YTD | +11.3% | +3.4% | +7.9% | +9.3% |
| 1Y | +11.7% | +8.8% | +2.8% | +8.7% |
| 3Y | +74.4% | -27.4% | +101.8% | +75.3% |
| 5Y | +59.5% | -66.4% | +125.9% | +57.9% |
| All | +67.2% | -70.7% | +137.9% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling