-51.7%
FIG vs FRSH
+21.1%
-72.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.3% | +11.5% | +10.2% |
| 7D | -4.7% | -13.8% | +9.1% | +6.8% |
| 30D | +0.5% | +0.3% | +0.2% | -0.4% |
| 3M | -18.4% | +10.1% | -28.5% | -25.1% |
| 6M | +10.9% | +47.7% | -36.8% | -17.9% |
| YTD | -40.8% | +8.2% | -49.0% | -50.6% |
| 1Y | -51.7% | +21.4% | -73.1% | -58.9% |
| All | -51.7% | +21.1% | -72.8% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling