+72.9%
ACWI vs FRSH
-70.6%
+143.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.6% |
| 7D | +0.5% | -8.2% | +8.6% | +1.6% |
| 30D | +0.9% | +10.5% | -9.6% | -0.5% |
| 3M | +2.4% | +32.7% | -30.3% | -1.7% |
| 6M | +12.4% | +50.3% | -37.9% | +5.6% |
| YTD | +15.2% | +3.9% | +11.2% | +13.3% |
| 1Y | +22.7% | -2.2% | +24.9% | +21.5% |
| 3Y | +75.8% | -42.9% | +118.7% | +83.0% |
| All | +72.9% | -70.6% | +143.5% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling