+44.3%
F vs FRSH
-72.0%
+116.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.4% |
| 7D | +1.2% | -10.1% | +11.3% | +2.9% |
| 30D | +1.2% | +2.2% | -1.0% | +0.7% |
| 3M | -5.7% | +28.6% | -34.2% | -9.8% |
| 6M | +17.9% | +40.2% | -22.3% | +10.3% |
| YTD | +10.4% | -1.2% | +11.6% | +9.0% |
| 1Y | +25.3% | -7.9% | +33.3% | +25.2% |
| 3Y | +37.5% | -44.7% | +82.2% | +46.4% |
| All | +44.3% | -72.0% | +116.3% | +39.6% |
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