+47.2%
EXC vs FRSH
-72.6%
+119.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | -11.2% | +9.5% | -1.5% |
| 30D | -2.4% | -0.8% | -1.5% | -2.4% |
| 3M | -4.0% | +26.4% | -30.4% | -4.2% |
| 6M | -9.8% | +48.4% | -58.2% | -10.3% |
| YTD | +2.3% | -3.1% | +5.4% | +2.3% |
| 1Y | +3.8% | -8.7% | +12.5% | +3.9% |
| 3Y | +19.7% | -45.8% | +65.5% | +20.9% |
| All | +47.2% | -72.6% | +119.7% | +44.2% |
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