-4.9%
BA vs FRSH
-72.4%
+67.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.2% | -9.6% | +8.4% | +0.5% |
| 30D | -11.3% | -0.4% | -10.9% | -11.5% |
| 3M | -3.8% | +27.2% | -31.0% | -8.3% |
| 6M | -8.3% | +42.2% | -50.5% | -14.9% |
| YTD | -4.9% | -2.6% | -2.3% | -6.1% |
| 1Y | -10.1% | -10.2% | +0.1% | -10.0% |
| 3Y | -2.3% | -45.5% | +43.2% | +3.5% |
| All | -4.9% | -72.4% | +67.5% | -8.9% |
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