+61.2%
BROS vs FRSH
-46.5%
+107.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -6.1% | -11.2% | +5.1% | -1.8% |
| 30D | -12.4% | -0.8% | -11.5% | -12.6% |
| 3M | -27.9% | +26.4% | -54.3% | -35.5% |
| 6M | -16.8% | +48.4% | -65.2% | -31.3% |
| YTD | -29.0% | -3.1% | -25.9% | -30.4% |
| 1Y | -33.2% | -8.7% | -24.5% | -32.9% |
| All | +61.2% | -46.5% | +107.7% | +71.0% |
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 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