+3.1%
FICO vs FRSH
-45.4%
+48.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.1% | +1.6% |
| 7D | -15.4% | -10.1% | -5.3% | -12.5% |
| 30D | -10.4% | +2.2% | -12.6% | -10.6% |
| 3M | -22.7% | +28.6% | -51.3% | -27.8% |
| 6M | -36.8% | +40.2% | -77.0% | -42.4% |
| YTD | -44.8% | -1.2% | -43.6% | -45.9% |
| 1Y | -39.3% | -7.9% | -31.4% | -39.8% |
| All | +3.1% | -45.4% | +48.6% | +11.9% |
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 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