+124.5%
BP vs FRSH
-72.0%
+196.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.4% | +2.7% |
| 7D | +0.9% | -10.1% | +11.0% | +1.5% |
| 30D | +9.1% | +2.2% | +6.9% | +8.9% |
| 3M | +3.9% | +28.6% | -24.7% | +2.2% |
| 6M | +13.6% | +40.2% | -26.6% | +11.0% |
| YTD | +34.0% | -1.2% | +35.2% | +33.5% |
| 1Y | +39.2% | -7.9% | +47.1% | +39.2% |
| 3Y | +36.4% | -44.7% | +81.2% | +38.9% |
| All | +124.5% | -72.0% | +196.5% | +121.5% |
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 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