+176.2%
B vs FRSH
-72.4%
+248.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +1.0% | -9.6% | +10.6% | +1.3% |
| 30D | +9.5% | -0.4% | +9.9% | +9.5% |
| 3M | +14.3% | +27.2% | -12.9% | +13.5% |
| 6M | -1.9% | +42.2% | -44.1% | -3.0% |
| YTD | +4.1% | -2.6% | +6.7% | +4.2% |
| 1Y | +56.1% | -10.2% | +66.3% | +56.7% |
| 3Y | +202.0% | -45.5% | +247.5% | +206.3% |
| All | +176.2% | -72.4% | +248.6% | +167.8% |
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