+14.4%
FIX vs FRSH
+21.1%
-6.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.3% | -8.8% | -16.5% |
| 7D | -18.9% | -13.8% | -5.1% | -22.2% |
| 30D | -36.3% | +0.3% | -36.6% | -36.1% |
| 3M | -38.5% | +10.1% | -48.6% | -36.2% |
| 6M | -42.3% | +47.7% | -89.9% | -35.0% |
| YTD | +17.1% | +8.2% | +8.9% | +27.2% |
| 1Y | +14.4% | +21.4% | -7.0% | +23.4% |
| All | +14.4% | +21.1% | -6.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling