+94.0%
FDX vs FRSH
-70.7%
+164.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +4.6% | +0.6% | +4.5% |
| 30D | +11.3% | -7.5% | +18.7% | +12.3% |
| 3M | -4.1% | -0.1% | -4.0% | -4.5% |
| 6M | +9.6% | +54.5% | -44.9% | +1.7% |
| YTD | +40.9% | +3.4% | +37.5% | +37.8% |
| 1Y | +53.0% | +6.4% | +46.6% | +48.9% |
| 3Y | +74.1% | -26.3% | +100.3% | +75.5% |
| 5Y | +75.1% | -66.4% | +141.5% | +70.5% |
| All | +94.0% | -70.7% | +164.8% | +86.8% |
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 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