+117.4%
ALL vs FRSH
-72.6%
+190.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -4.3% | -11.2% | +6.9% | -3.6% |
| 30D | -3.6% | -0.8% | -2.7% | -3.6% |
| 3M | +13.2% | +26.4% | -13.2% | +11.6% |
| 6M | +22.5% | +48.4% | -25.9% | +19.5% |
| YTD | +22.7% | -3.1% | +25.8% | +22.4% |
| 1Y | +28.3% | -8.7% | +37.0% | +28.2% |
| 3Y | +152.0% | -45.8% | +197.8% | +156.0% |
| All | +117.4% | -72.6% | +190.0% | +121.4% |
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