+111.7%
EXE vs FRSH
-72.0%
+183.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | -1.8% | -10.1% | +8.3% | -1.1% |
| 30D | +6.4% | +2.2% | +4.2% | +6.2% |
| 3M | +9.2% | +28.6% | -19.3% | +7.0% |
| 6M | -7.0% | +40.2% | -47.2% | -9.7% |
| YTD | -9.5% | -1.2% | -8.2% | -9.9% |
| 1Y | +6.2% | -7.9% | +14.1% | +6.1% |
| 3Y | +20.7% | -44.7% | +65.5% | +23.1% |
| All | +111.7% | -72.0% | +183.7% | +101.2% |
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 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