-80.9%
FIG vs FRSH
-12.3%
-68.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.2% |
| 7D | -14.5% | -9.6% | -4.9% | -7.7% |
| 30D | -13.3% | -0.4% | -12.9% | -12.5% |
| 3M | +7.4% | +27.2% | -19.8% | -8.5% |
| 6M | -27.8% | +42.2% | -70.0% | -42.0% |
| YTD | -41.1% | -2.6% | -38.5% | -46.1% |
| 1Y | -58.7% | -10.2% | -48.6% | -62.7% |
| All | -80.9% | -12.3% | -68.6% | -82.5% |
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