+76.5%
BAC vs FRSH
-70.6%
+147.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.7% | +0.6% |
| 7D | +1.1% | -8.2% | +9.2% | +2.2% |
| 30D | -0.4% | +10.5% | -10.9% | -1.9% |
| 3M | +16.9% | +32.7% | -15.8% | +11.9% |
| 6M | +26.6% | +50.3% | -23.7% | +18.5% |
| YTD | +15.8% | +3.9% | +11.9% | +13.6% |
| 1Y | +27.2% | -2.2% | +29.3% | +25.6% |
| 3Y | +132.4% | -42.9% | +175.3% | +141.3% |
| All | +76.5% | -70.6% | +147.1% | +74.7% |
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