+1,590.3%
FIX vs FRSH
-72.1%
+1,662.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.8% |
| 7D | +6.4% | -8.9% | +15.3% | +7.8% |
| 30D | -29.1% | -13.2% | -15.9% | -27.7% |
| 3M | -31.1% | +0.9% | -32.1% | -31.5% |
| 6M | -42.8% | +40.3% | -83.1% | -46.4% |
| YTD | +24.6% | -1.4% | +26.0% | +22.6% |
| 1Y | +21.9% | +3.8% | +18.2% | +18.7% |
| 3Y | +524.9% | -30.8% | +555.7% | +541.6% |
| 5Y | +1,092.2% | -68.5% | +1,160.8% | +1,141.1% |
| All | +1,590.3% | -72.1% | +1,662.3% | +1,672.7% |
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