+151.9%
FFIV vs FRSH
-46.2%
+198.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.1% |
| 7D | +3.5% | -9.6% | +13.0% | +5.6% |
| 30D | -1.3% | -0.4% | -0.9% | -1.5% |
| 3M | +2.4% | +27.2% | -24.8% | -3.6% |
| 6M | +41.8% | +42.2% | -0.4% | +29.5% |
| YTD | +58.5% | -2.6% | +61.1% | +56.1% |
| 1Y | +24.3% | -10.2% | +34.5% | +24.5% |
| All | +151.9% | -46.2% | +198.1% | +169.0% |
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 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