+50.7%
EWJ vs FRSH
-72.4%
+123.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | +1.0% | -9.6% | +10.6% | +1.9% |
| 30D | +1.0% | -0.4% | +1.4% | +0.9% |
| 3M | +7.2% | +27.2% | -20.0% | +4.6% |
| 6M | +13.9% | +42.2% | -28.3% | +9.5% |
| YTD | +20.8% | -2.6% | +23.4% | +20.2% |
| 1Y | +26.4% | -10.2% | +36.5% | +26.7% |
| 3Y | +71.8% | -45.5% | +117.3% | +77.6% |
| All | +50.7% | -72.4% | +123.1% | +48.3% |
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 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