+46.0%
FE vs FRSH
-66.7%
+112.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.2% | +4.6% | -3.4% | +1.2% |
| 30D | +4.5% | -7.5% | +12.0% | +4.6% |
| 3M | +1.3% | -0.1% | +1.4% | +1.3% |
| 6M | +8.7% | +54.5% | -45.9% | +7.8% |
| YTD | +9.2% | +3.4% | +5.8% | +9.1% |
| 1Y | +7.0% | +6.4% | +0.6% | +6.8% |
| 3Y | +51.4% | -26.3% | +77.6% | +51.7% |
| All | +46.0% | -66.7% | +112.7% | +43.8% |
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 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