-27.3%
COMP vs FRSH
-70.7%
+43.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +4.6% | -4.6% | -2.6% |
| 30D | +16.6% | -7.5% | +24.0% | +20.5% |
| 3M | -23.5% | -0.1% | -23.4% | -25.0% |
| 6M | +25.7% | +54.5% | -28.8% | -6.1% |
| YTD | -3.4% | +3.4% | -6.8% | -11.4% |
| 1Y | +7.6% | +6.4% | +1.2% | -3.3% |
| 3Y | +423.6% | -26.3% | +449.8% | +443.6% |
| 5Y | -10.6% | -66.4% | +55.8% | +7.5% |
| All | -27.3% | -70.7% | +43.4% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling