+2,243.2%
FIX vs FRSH
-70.6%
+2,313.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.5% |
| 7D | +6.0% | -8.2% | +14.2% | +7.2% |
| 30D | -7.2% | +10.5% | -17.7% | -8.8% |
| 3M | -15.9% | +32.7% | -48.6% | -19.9% |
| 6M | +12.7% | +50.3% | -37.6% | +4.2% |
| YTD | +72.8% | +3.9% | +68.9% | +69.0% |
| 1Y | +122.9% | -2.2% | +125.0% | +120.1% |
| 3Y | +774.3% | -42.9% | +817.2% | +825.9% |
| All | +2,243.2% | -70.6% | +2,313.7% | +2,343.6% |
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