+55.5%
FE vs FRSH
-70.6%
+126.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.5% |
| 7D | +1.9% | -8.2% | +10.1% | +2.1% |
| 30D | -1.2% | +10.5% | -11.7% | -1.3% |
| 3M | +3.5% | +32.7% | -29.3% | +3.0% |
| 6M | -6.1% | +50.3% | -56.4% | -6.8% |
| YTD | +7.6% | +3.9% | +3.7% | +7.5% |
| 1Y | +11.9% | -2.2% | +14.1% | +11.9% |
| 3Y | +48.4% | -42.9% | +91.3% | +50.0% |
| All | +55.5% | -70.6% | +126.1% | +56.0% |
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