+324.2%
EAT vs FRSH
-72.5%
+396.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -7.7% | -6.6% | -1.1% | -6.3% |
| 30D | -13.6% | +2.1% | -15.7% | -14.3% |
| 3M | +33.9% | +29.0% | +4.9% | +25.2% |
| 6M | +47.2% | +48.6% | -1.4% | +32.1% |
| YTD | +48.1% | -2.9% | +51.0% | +45.4% |
| 1Y | +33.7% | -7.9% | +41.6% | +32.7% |
| 3Y | +595.8% | -46.5% | +642.3% | +660.3% |
| All | +324.2% | -72.5% | +396.7% | +289.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling