+6.3%
BBY vs FRSH
-72.5%
+78.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | -6.6% | +7.2% | +1.9% |
| 30D | +9.4% | +2.1% | +7.3% | +8.6% |
| 3M | +19.3% | +29.0% | -9.6% | +12.7% |
| 6M | +47.9% | +48.6% | -0.7% | +35.0% |
| YTD | +39.6% | -2.9% | +42.5% | +37.6% |
| 1Y | +22.2% | -7.9% | +30.1% | +21.5% |
| 3Y | +45.0% | -46.5% | +91.5% | +55.8% |
| All | +6.3% | -72.5% | +78.8% | +5.0% |
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