+31.0%
F vs FRSH
-3.3%
+34.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +1.3% |
| 7D | +5.3% | -8.2% | +13.5% | +5.1% |
| 30D | +4.6% | +10.5% | -5.9% | +4.9% |
| 3M | -3.7% | +32.7% | -36.4% | -2.6% |
| 6M | +16.8% | +50.3% | -33.5% | +19.3% |
| YTD | +15.3% | +3.9% | +11.4% | +20.3% |
| 1Y | +31.0% | -2.2% | +33.2% | +35.1% |
| All | +31.0% | -3.3% | +34.4% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling