+100.7%
FFIV vs FRSH
-72.6%
+173.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +1.6% | -11.2% | +12.8% | +4.0% |
| 30D | -3.7% | -0.8% | -2.9% | -3.8% |
| 3M | +2.0% | +26.4% | -24.4% | -3.4% |
| 6M | +39.3% | +48.4% | -9.1% | +27.2% |
| YTD | +56.1% | -3.1% | +59.2% | +54.0% |
| 1Y | +22.0% | -8.7% | +30.7% | +21.6% |
| 3Y | +148.2% | -45.8% | +194.0% | +165.3% |
| All | +100.7% | -72.6% | +173.2% | +111.6% |
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