+119.1%
ALL vs FRSH
-72.5%
+191.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.3% | -6.6% | +4.3% | -1.9% |
| 30D | -0.4% | +2.1% | -2.5% | -0.6% |
| 3M | +16.0% | +29.0% | -12.9% | +14.2% |
| 6M | +24.6% | +48.6% | -24.1% | +21.5% |
| YTD | +23.7% | -2.9% | +26.6% | +23.3% |
| 1Y | +27.7% | -7.9% | +35.6% | +27.6% |
| 3Y | +150.2% | -46.5% | +196.8% | +154.4% |
| All | +119.1% | -72.5% | +191.6% | +123.0% |
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