+96.6%
FFIV vs FRSH
-70.6%
+167.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | +0.5% |
| 7D | -1.0% | -8.2% | +7.2% | +0.7% |
| 30D | -5.1% | +10.5% | -15.6% | -7.2% |
| 3M | -4.5% | +32.7% | -37.2% | -10.3% |
| 6M | +36.5% | +50.3% | -13.8% | +24.3% |
| YTD | +53.0% | +3.9% | +49.1% | +48.9% |
| 1Y | +24.2% | -2.2% | +26.4% | +22.2% |
| 3Y | +137.2% | -42.9% | +180.1% | +150.9% |
| All | +96.6% | -70.6% | +167.2% | +104.6% |
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 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