-1.5%
BAC vs FRSH
+21.1%
-22.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.3% | +10.3% | +4.1% |
| 7D | +1.5% | -13.8% | +15.3% | +2.0% |
| 30D | -4.4% | +0.3% | -4.7% | -4.4% |
| 3M | -17.5% | +10.1% | -27.6% | -17.8% |
| 6M | -0.1% | +47.7% | -47.7% | -2.8% |
| YTD | -4.6% | +8.2% | -12.9% | -9.1% |
| 1Y | -1.5% | +21.4% | -22.9% | -7.4% |
| All | -1.5% | +21.1% | -22.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling