+67.1%
EWZ vs FRSH
-70.6%
+137.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | -0.4% |
| 7D | +6.5% | -8.2% | +14.7% | +7.2% |
| 30D | +4.8% | +10.5% | -5.7% | +3.9% |
| 3M | +9.9% | +32.7% | -22.9% | +7.1% |
| 6M | +1.9% | +50.3% | -48.3% | -1.9% |
| YTD | +20.3% | +3.9% | +16.4% | +19.2% |
| 1Y | +35.6% | -2.2% | +37.8% | +34.9% |
| 3Y | +43.4% | -42.9% | +86.4% | +47.2% |
| All | +67.1% | -70.6% | +137.7% | +57.0% |
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