+76.5%
BAC vs FRSH
-72.5%
+149.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -6.6% | +6.6% | +0.9% |
| 30D | -2.8% | +2.1% | -4.9% | -3.2% |
| 3M | +14.2% | +29.0% | -14.7% | +9.7% |
| 6M | +30.5% | +48.6% | -18.1% | +22.3% |
| YTD | +15.8% | -2.9% | +18.7% | +14.6% |
| 1Y | +26.2% | -7.9% | +34.1% | +25.6% |
| 3Y | +136.5% | -46.5% | +183.0% | +147.8% |
| All | +76.5% | -72.5% | +149.0% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling