-13.3%
F vs FRSH
-68.9%
+55.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +1.0% | -16.0% | +17.0% | +3.8% |
| 30D | +2.1% | -14.7% | +16.8% | +4.5% |
| 3M | -10.3% | -0.8% | -9.4% | -10.6% |
| 6M | +3.3% | +34.5% | -31.3% | -3.0% |
| YTD | -2.0% | -3.0% | +1.0% | -3.3% |
| 1Y | -2.3% | +4.9% | -7.1% | -5.2% |
| 3Y | +49.9% | -31.9% | +81.8% | +53.0% |
| All | -13.3% | -68.9% | +55.6% | -16.4% |
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