-66.8%
BAX vs FRSH
-72.4%
+5.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -5.1% | -9.6% | +4.5% | -4.2% |
| 30D | -12.2% | -0.4% | -11.8% | -12.2% |
| 3M | +21.8% | +27.2% | -5.4% | +19.0% |
| 6M | +36.3% | +42.2% | -5.9% | +31.3% |
| YTD | +27.8% | -2.6% | +30.4% | +27.2% |
| 1Y | -0.1% | -10.2% | +10.1% | +0.1% |
| 3Y | -33.3% | -45.5% | +12.2% | -31.5% |
| All | -66.8% | -72.4% | +5.6% | -66.4% |
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 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