+13.0%
D vs FRSH
-70.7%
+83.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.9% |
| 7D | -3.1% | -0.2% | -2.8% | -3.1% |
| 30D | +8.4% | -8.8% | +17.2% | +8.5% |
| 3M | +0.2% | +8.8% | -8.6% | 0.0% |
| 6M | +9.5% | +49.1% | -39.6% | +8.5% |
| YTD | +18.8% | +3.4% | +15.4% | +18.7% |
| 1Y | +14.7% | +8.8% | +5.9% | +14.4% |
| 3Y | +72.9% | -27.4% | +100.3% | +73.8% |
| 5Y | +13.1% | -66.4% | +79.5% | +11.0% |
| All | +13.0% | -70.7% | +83.7% | +11.9% |
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