+104.5%
EXE vs FRSH
-72.5%
+177.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -3.1% | -6.6% | +3.5% | -2.7% |
| 30D | -0.9% | +2.1% | -3.0% | -1.1% |
| 3M | +9.6% | +29.0% | -19.4% | +7.3% |
| 6M | -11.6% | +48.6% | -60.2% | -14.5% |
| YTD | -12.6% | -2.9% | -9.6% | -12.9% |
| 1Y | +1.2% | -7.9% | +9.1% | +1.1% |
| 3Y | +18.0% | -46.5% | +64.5% | +20.6% |
| All | +104.5% | -72.5% | +177.0% | +94.6% |
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