+66.2%
ACWI vs FRSH
-72.5%
+138.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | -0.2% | -16.0% | +15.9% | +2.0% |
| 30D | -3.3% | -14.7% | +11.4% | -1.5% |
| 3M | -3.4% | -0.8% | -2.6% | -3.7% |
| 6M | +0.8% | +34.5% | -33.7% | -3.9% |
| YTD | +10.7% | -3.0% | +13.7% | +9.6% |
| 1Y | +11.6% | +4.9% | +6.7% | +9.1% |
| 3Y | +73.4% | -31.9% | +105.3% | +75.7% |
| 5Y | +60.2% | -68.7% | +128.9% | +60.0% |
| All | +66.2% | -72.5% | +138.8% | +66.2% |
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