+58.5%
D vs FRSH
-46.2%
+104.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -0.4% | -9.6% | +9.1% | -0.4% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | -0.7% | +27.2% | -27.9% | -0.8% |
| 6M | +5.6% | +42.2% | -36.6% | +5.3% |
| YTD | +14.6% | -2.6% | +17.2% | +15.2% |
| 1Y | +15.3% | -10.2% | +25.5% | +16.3% |
| All | +58.5% | -46.2% | +104.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling