+132.8%
B vs FRSH
-70.7%
+203.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +4.6% | -11.9% | -7.4% |
| 30D | -3.3% | -7.5% | +4.1% | -3.2% |
| 3M | -7.8% | -0.1% | -7.7% | -7.8% |
| 6M | -15.5% | +54.5% | -70.1% | -16.7% |
| YTD | -12.3% | +3.4% | -15.7% | -12.4% |
| 1Y | +5.4% | +6.4% | -1.0% | +5.1% |
| 3Y | +165.5% | -26.3% | +191.8% | +167.1% |
| 5Y | +107.0% | -66.4% | +173.4% | +102.0% |
| All | +132.8% | -70.7% | +203.5% | +125.2% |
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