+33.9%
BN vs FRSH
-72.4%
+106.3%
-41.7%
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% | -1.6% |
| 7D | -3.0% | -9.6% | +6.6% | -0.9% |
| 30D | -13.0% | -0.4% | -12.6% | -13.1% |
| 3M | -15.2% | +27.2% | -42.4% | -20.1% |
| 6M | -5.9% | +42.2% | -48.1% | -14.1% |
| YTD | -15.8% | -2.6% | -13.2% | -16.9% |
| 1Y | -12.2% | -10.2% | -2.0% | -12.0% |
| 3Y | +72.2% | -45.5% | +117.7% | +86.4% |
| All | +33.9% | -72.4% | +106.3% | +40.2% |
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