+139.4%
C vs FRSH
-70.6%
+209.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.4% |
| 7D | +3.6% | -8.2% | +11.8% | +4.9% |
| 30D | +0.1% | +10.5% | -10.4% | -1.6% |
| 3M | +2.4% | +32.7% | -30.3% | -2.4% |
| 6M | +24.9% | +50.3% | -25.4% | +16.3% |
| YTD | +19.8% | +3.9% | +15.9% | +17.3% |
| 1Y | +44.9% | -2.2% | +47.0% | +42.9% |
| 3Y | +263.0% | -42.9% | +305.9% | +275.9% |
| All | +139.4% | -70.6% | +209.9% | +133.5% |
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