+24.1%
F vs FRSH
-70.7%
+94.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.7% | -3.6% |
| 7D | -3.9% | -0.2% | -3.6% | -3.9% |
| 30D | -0.5% | -8.8% | +8.4% | +0.7% |
| 3M | -12.9% | +8.8% | -21.7% | -14.5% |
| 6M | +1.5% | +49.1% | -47.5% | -6.0% |
| YTD | -5.0% | +3.4% | -8.4% | -7.3% |
| 1Y | -7.3% | +8.8% | -16.2% | -10.5% |
| 3Y | +45.3% | -27.4% | +72.6% | +46.7% |
| 5Y | -15.8% | -66.4% | +50.6% | -18.5% |
| All | +24.1% | -70.7% | +94.8% | +18.8% |
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