+20.6%
EXC vs FRSH
-46.2%
+66.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | +0.3% | -9.6% | +9.9% | +0.1% |
| 30D | -0.9% | -0.4% | -0.4% | -0.8% |
| 3M | -2.7% | +27.2% | -29.9% | -2.0% |
| 6M | -9.4% | +42.2% | -51.6% | -8.4% |
| YTD | +3.0% | -2.6% | +5.6% | +3.3% |
| 1Y | +5.1% | -10.2% | +15.3% | +5.2% |
| All | +20.6% | -46.2% | +66.8% | +19.6% |
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 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