+84.4%
FDX vs FRSH
-72.4%
+156.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -2.3% | -9.6% | +7.2% | -0.9% |
| 30D | -4.9% | -0.4% | -4.5% | -4.9% |
| 3M | -6.5% | +27.2% | -33.6% | -10.2% |
| 6M | +6.7% | +42.2% | -35.5% | +0.1% |
| YTD | +33.9% | -2.6% | +36.5% | +32.6% |
| 1Y | +72.2% | -10.2% | +82.3% | +72.6% |
| 3Y | +60.2% | -45.5% | +105.8% | +69.5% |
| All | +84.4% | -72.4% | +156.8% | +79.7% |
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