+1,520.2%
FIX vs FRSH
-70.7%
+1,590.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +4.6% | +4.8% | +8.7% |
| 30D | -27.8% | -7.5% | -20.3% | -27.1% |
| 3M | -35.6% | -0.1% | -35.5% | -35.8% |
| 6M | -45.2% | +54.5% | -99.7% | -49.4% |
| YTD | +19.5% | +3.4% | +16.0% | +16.8% |
| 1Y | +24.2% | +6.4% | +17.9% | +20.7% |
| 3Y | +494.2% | -26.3% | +520.4% | +504.5% |
| 5Y | +1,036.1% | -66.4% | +1,102.5% | +1,073.3% |
| All | +1,520.2% | -70.7% | +1,590.9% | +1,588.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling