+8.9%
D vs FRSH
-72.4%
+81.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | -0.4% | -9.6% | +9.1% | -0.3% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | -0.7% | +27.2% | -27.9% | -1.2% |
| 6M | +5.6% | +42.2% | -36.6% | +4.8% |
| YTD | +14.6% | -2.6% | +17.2% | +14.6% |
| 1Y | +15.3% | -10.2% | +25.5% | +15.6% |
| 3Y | +59.1% | -45.5% | +104.7% | +61.1% |
| All | +8.9% | -72.4% | +81.4% | +8.1% |
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