+68.1%
EWZ vs FRSH
-72.4%
+140.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.1% | -9.6% | +9.5% | +0.7% |
| 30D | +8.2% | -0.4% | +8.6% | +8.1% |
| 3M | +13.3% | +27.2% | -13.9% | +10.8% |
| 6M | +3.6% | +42.2% | -38.6% | +0.1% |
| YTD | +21.0% | -2.6% | +23.6% | +20.4% |
| 1Y | +34.7% | -10.2% | +44.8% | +34.9% |
| 3Y | +48.3% | -45.5% | +93.8% | +52.8% |
| All | +68.1% | -72.4% | +140.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling