+177.2%
B vs FRSH
-70.6%
+247.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -2.1% |
| 7D | -1.6% | -8.2% | +6.6% | -1.4% |
| 30D | +9.4% | +10.5% | -1.1% | +9.2% |
| 3M | +5.0% | +32.7% | -27.8% | +4.1% |
| 6M | -3.5% | +50.3% | -53.8% | -4.8% |
| YTD | +4.5% | +3.9% | +0.5% | +4.4% |
| 1Y | +67.8% | -2.2% | +69.9% | +68.0% |
| 3Y | +196.7% | -42.9% | +239.6% | +200.5% |
| All | +177.2% | -70.6% | +247.8% | +168.3% |
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