+0.5%
FERG vs FRSH
-9.2%
+9.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -6.6% | +4.0% | -2.4% |
| 30D | -8.9% | +2.1% | -11.0% | -9.0% |
| 3M | -2.0% | +29.0% | -31.0% | -2.5% |
| 6M | -3.2% | +48.6% | -51.8% | -4.4% |
| YTD | +1.5% | -2.9% | +4.4% | +5.4% |
| 1Y | +0.5% | -7.9% | +8.4% | +6.7% |
| All | +0.5% | -9.2% | +9.6% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling