+92.3%
FDX vs FRSH
-70.6%
+162.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.2% | +0.1% |
| 7D | -2.5% | -8.2% | +5.6% | -1.3% |
| 30D | +3.8% | +10.5% | -6.7% | +2.2% |
| 3M | -1.3% | +32.7% | -34.0% | -5.8% |
| 6M | +5.0% | +50.3% | -45.3% | -2.3% |
| YTD | +39.6% | +3.9% | +35.7% | +37.0% |
| 1Y | +81.1% | -2.2% | +83.3% | +79.1% |
| 3Y | +63.0% | -42.9% | +106.0% | +71.2% |
| All | +92.3% | -70.6% | +162.9% | +85.7% |
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 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