+46.4%
EXC vs FRSH
-72.5%
+118.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.1% | -6.6% | +5.5% | -1.0% |
| 30D | -3.6% | +2.1% | -5.8% | -3.7% |
| 3M | -4.3% | +29.0% | -33.2% | -4.6% |
| 6M | -9.9% | +48.6% | -58.6% | -10.4% |
| YTD | +1.8% | -2.9% | +4.7% | +1.8% |
| 1Y | +2.9% | -7.9% | +10.8% | +2.9% |
| 3Y | +19.1% | -46.5% | +65.6% | +20.3% |
| All | +46.4% | -72.5% | +118.9% | +43.4% |
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