+85.9%
FDX vs FRSH
-72.6%
+158.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.9% | -11.2% | +7.3% | -2.2% |
| 30D | -3.3% | -0.8% | -2.5% | -3.3% |
| 3M | -2.0% | +26.4% | -28.4% | -5.8% |
| 6M | +8.0% | +48.4% | -40.3% | +0.7% |
| YTD | +35.0% | -3.1% | +38.1% | +33.8% |
| 1Y | +73.7% | -8.7% | +82.4% | +73.6% |
| 3Y | +61.6% | -45.8% | +107.4% | +71.0% |
| All | +85.9% | -72.6% | +158.5% | +81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling