-63.5%
FIS vs FRSH
-72.0%
+8.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -0.9% | -5.1% |
| 7D | -3.5% | -10.1% | +6.7% | -1.7% |
| 30D | -7.8% | +2.2% | -10.0% | -8.2% |
| 3M | +0.8% | +28.6% | -27.8% | -3.2% |
| 6M | -21.9% | +40.2% | -62.1% | -26.2% |
| YTD | -39.5% | -1.2% | -38.3% | -40.2% |
| 1Y | -41.0% | -7.9% | -33.1% | -41.2% |
| 3Y | -23.6% | -44.7% | +21.1% | -20.5% |
| All | -63.5% | -72.0% | +8.5% | -65.9% |
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 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