+50.7%
F vs FRSH
-70.6%
+121.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +2.2% |
| 7D | +5.3% | -8.2% | +13.5% | +6.7% |
| 30D | +4.6% | +10.5% | -5.9% | +2.8% |
| 3M | -3.7% | +32.7% | -36.4% | -8.4% |
| 6M | +16.8% | +50.3% | -33.5% | +8.0% |
| YTD | +15.3% | +3.9% | +11.4% | +12.9% |
| 1Y | +31.0% | -2.2% | +33.2% | +29.5% |
| 3Y | +45.4% | -42.9% | +88.3% | +54.1% |
| All | +50.7% | -70.6% | +121.3% | +44.6% |
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 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