-64.3%
FIS vs FRSH
-72.6%
+8.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -8.9% | -11.2% | +2.3% | -7.1% |
| 30D | -9.9% | -0.8% | -9.1% | -9.8% |
| 3M | 0.0% | +26.4% | -26.4% | -3.8% |
| 6M | -22.9% | +48.4% | -71.3% | -27.7% |
| YTD | -40.9% | -3.1% | -37.8% | -41.4% |
| 1Y | -40.4% | -8.7% | -31.7% | -40.5% |
| 3Y | -25.4% | -45.8% | +20.4% | -22.0% |
| All | -64.3% | -72.6% | +8.2% | -66.6% |
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