+33.8%
FFIV vs FRSH
-66.7%
+100.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.5% | +4.6% | -5.2% | -1.5% |
| 30D | -32.4% | -7.5% | -24.9% | -31.5% |
| 3M | -25.7% | -0.1% | -25.6% | -26.1% |
| 6M | -13.5% | +54.5% | -68.0% | -22.1% |
| YTD | +21.1% | +3.4% | +17.7% | +17.4% |
| 1Y | +29.4% | +6.4% | +23.0% | +24.6% |
| 3Y | +94.9% | -26.3% | +121.1% | +96.2% |
| All | +33.8% | -66.7% | +100.5% | +37.9% |
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