-35.7%
DOW vs FRSH
-46.4%
+10.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | -1.4% | -6.6% | +5.2% | -0.2% |
| 30D | -3.9% | +2.1% | -6.0% | -4.5% |
| 3M | -12.7% | +29.0% | -41.6% | -17.4% |
| 6M | -13.7% | +48.6% | -62.3% | -21.3% |
| YTD | +28.4% | -2.9% | +31.3% | +28.2% |
| 1Y | +21.8% | -7.9% | +29.7% | +23.0% |
| 3Y | -35.7% | -46.5% | +10.8% | -30.7% |
| All | -35.7% | -46.4% | +10.7% | -30.7% |
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