+47.7%
FE vs FRSH
-48.3%
+96.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -0.7% |
| 7D | +0.6% | -10.1% | +10.7% | +0.5% |
| 30D | -2.1% | +2.2% | -4.3% | -2.1% |
| 3M | +2.6% | +28.6% | -26.0% | +2.9% |
| 6M | -6.8% | +40.2% | -47.0% | -6.4% |
| YTD | +6.9% | -1.2% | +8.1% | +7.2% |
| 1Y | +11.6% | -7.9% | +19.5% | +12.0% |
| 3Y | +47.7% | -44.7% | +92.5% | +47.2% |
| All | +47.7% | -48.3% | +96.0% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling