+109.3%
FAST vs FRSH
-72.0%
+181.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +1.3% | -10.1% | +11.4% | +2.4% |
| 30D | -4.7% | +2.2% | -6.9% | -5.1% |
| 3M | +7.9% | +28.6% | -20.6% | +4.9% |
| 6M | +7.4% | +40.2% | -32.8% | +2.9% |
| YTD | +25.1% | -1.2% | +26.3% | +24.1% |
| 1Y | +4.7% | -7.9% | +12.6% | +4.5% |
| 3Y | +94.7% | -44.7% | +139.4% | +101.4% |
| All | +109.3% | -72.0% | +181.3% | +111.2% |
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