+139.5%
C vs FRSH
-72.4%
+211.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.0% |
| 7D | +2.6% | -9.6% | +12.1% | +4.1% |
| 30D | +1.9% | -0.4% | +2.3% | +1.8% |
| 3M | +2.8% | +27.2% | -24.4% | -1.4% |
| 6M | +30.6% | +42.2% | -11.6% | +22.5% |
| YTD | +19.9% | -2.6% | +22.5% | +18.5% |
| 1Y | +44.6% | -10.2% | +54.7% | +44.4% |
| 3Y | +272.1% | -45.5% | +317.7% | +288.2% |
| All | +139.5% | -72.4% | +211.9% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling