+98.5%
FLEX vs FRSH
-3.3%
+101.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +0.5% |
| 7D | -0.9% | -8.2% | +7.3% | -2.6% |
| 30D | -10.1% | +10.5% | -20.7% | -8.0% |
| 3M | -31.3% | +32.7% | -64.1% | -26.7% |
| 6M | +71.3% | +50.3% | +21.0% | +84.3% |
| YTD | +81.2% | +3.9% | +77.3% | +99.3% |
| 1Y | +98.5% | -2.2% | +100.6% | +119.6% |
| All | +98.5% | -3.3% | +101.8% | +119.6% |
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 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