-79.9%
FIG vs FRSH
-12.6%
-67.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | -3.8% | -6.6% | +2.8% | +1.4% |
| 30D | -2.3% | +2.1% | -4.4% | -3.2% |
| 3M | +20.0% | +29.0% | -9.0% | +1.3% |
| 6M | -16.7% | +48.6% | -65.3% | -34.3% |
| YTD | -37.9% | -2.9% | -35.0% | -43.1% |
| 1Y | -58.5% | -7.9% | -50.6% | -62.2% |
| All | -79.9% | -12.6% | -67.3% | -81.6% |
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