+2,298.6%
FIX vs FRSH
-72.0%
+2,370.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.0% |
| 7D | +6.1% | -10.1% | +16.2% | +7.5% |
| 30D | -2.7% | +2.2% | -4.9% | -3.3% |
| 3M | -10.9% | +28.6% | -39.5% | -15.0% |
| 6M | +29.0% | +40.2% | -11.2% | +20.4% |
| YTD | +76.9% | -1.2% | +78.1% | +74.1% |
| 1Y | +130.7% | -7.9% | +138.7% | +129.8% |
| 3Y | +790.7% | -44.7% | +835.4% | +846.8% |
| All | +2,298.6% | -72.0% | +2,370.7% | +2,417.4% |
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 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