-19.0%
BAX vs FRSH
-27.1%
+8.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +4.6% | -4.5% | -0.7% |
| 30D | +4.1% | -7.5% | +11.5% | +5.2% |
| 3M | -4.5% | -0.1% | -4.5% | -4.9% |
| 6M | +49.2% | +54.5% | -5.3% | +38.5% |
| YTD | +35.2% | +3.4% | +31.8% | +33.4% |
| 1Y | +38.3% | +6.4% | +31.9% | +35.4% |
| 3Y | -19.0% | -26.3% | +7.2% | -11.5% |
| All | -19.0% | -27.1% | +8.1% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling