-11.6%
BROS vs FRSH
-72.4%
+60.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -6.6% | -9.6% | +3.0% | -2.8% |
| 30D | -12.3% | -0.4% | -11.9% | -12.7% |
| 3M | -22.2% | +27.2% | -49.4% | -30.8% |
| 6M | -14.3% | +42.2% | -56.5% | -28.2% |
| YTD | -26.6% | -2.6% | -23.9% | -28.8% |
| 1Y | -31.5% | -10.2% | -21.3% | -31.5% |
| 3Y | +62.3% | -45.5% | +107.8% | +90.0% |
| All | -11.6% | -72.4% | +60.8% | +23.8% |
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