-25.5%
FIS vs FRSH
-46.4%
+20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.9% | -6.6% | -1.3% | -6.5% |
| 30D | -8.0% | +2.1% | -10.1% | -8.4% |
| 3M | +0.6% | +29.0% | -28.4% | -4.3% |
| 6M | -22.2% | +48.6% | -70.8% | -27.9% |
| YTD | -40.8% | -2.9% | -37.8% | -42.0% |
| 1Y | -41.5% | -7.9% | -33.6% | -42.5% |
| 3Y | -25.5% | -46.5% | +21.0% | -25.2% |
| All | -25.5% | -46.4% | +20.9% | -25.2% |
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