-6.1%
F vs FRSH
+5.5%
-11.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +4.6% | -7.7% | -2.9% |
| 30D | 0.0% | -7.5% | +7.5% | -0.2% |
| 3M | -13.2% | -0.1% | -13.1% | -13.3% |
| 6M | -10.2% | +54.5% | -64.7% | -7.5% |
| YTD | -4.9% | +3.4% | -8.4% | -1.5% |
| 1Y | -6.1% | +6.4% | -12.5% | -3.9% |
| All | -6.1% | +5.5% | -11.6% | -3.9% |
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