+10.2%
D vs FRSH
-70.6%
+80.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.3% |
| 7D | +1.5% | -8.2% | +9.6% | +1.6% |
| 30D | -2.6% | +10.5% | -13.1% | -2.8% |
| 3M | 0.0% | +32.7% | -32.7% | -0.5% |
| 6M | +7.4% | +50.3% | -42.9% | +6.4% |
| YTD | +15.9% | +3.9% | +11.9% | +15.8% |
| 1Y | +18.1% | -2.2% | +20.3% | +18.2% |
| 3Y | +58.4% | -42.9% | +101.3% | +60.2% |
| All | +10.2% | -70.6% | +80.7% | +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 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