+72.1%
ACWI vs FRSH
-72.0%
+144.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.5% | +0.2% |
| 7D | +1.1% | -10.1% | +11.2% | +2.4% |
| 30D | -0.2% | +2.2% | -2.4% | -0.6% |
| 3M | +4.7% | +28.6% | -23.9% | +0.9% |
| 6M | +14.5% | +40.2% | -25.7% | +8.5% |
| YTD | +14.6% | -1.2% | +15.8% | +13.5% |
| 1Y | +21.4% | -7.9% | +29.4% | +21.2% |
| 3Y | +77.6% | -44.7% | +122.3% | +85.6% |
| All | +72.1% | -72.0% | +144.1% | +72.1% |
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