-23.4%
COMP vs FRSH
-72.0%
+48.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -0.5% |
| 7D | +4.1% | -10.1% | +14.2% | +10.3% |
| 30D | -14.5% | +2.2% | -16.7% | -16.2% |
| 3M | +41.8% | +28.6% | +13.2% | +20.4% |
| 6M | +23.6% | +40.2% | -16.6% | -2.5% |
| YTD | +1.7% | -1.2% | +2.9% | -2.7% |
| 1Y | +12.6% | -7.9% | +20.5% | +11.4% |
| 3Y | +221.9% | -44.7% | +266.6% | +307.9% |
| All | -23.4% | -72.0% | +48.6% | -0.3% |
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