+18.5%
EWZ vs FRSH
-31.6%
+50.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +1.3% | -16.0% | +17.4% | +2.3% |
| 30D | -26.2% | -14.7% | -11.5% | -25.5% |
| 3M | -8.6% | -0.8% | -7.8% | -8.7% |
| 6M | -17.0% | +34.5% | -51.6% | -19.0% |
| YTD | +2.2% | -3.0% | +5.2% | +2.6% |
| 1Y | +2.7% | +4.9% | -2.2% | +2.1% |
| All | +18.5% | -31.6% | +50.1% | +20.1% |
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