+441.3%
FLEX vs FRSH
-70.7%
+512.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +7.5% | +4.6% | +2.8% | +6.6% |
| 30D | -25.3% | -7.5% | -17.8% | -24.3% |
| 3M | -39.7% | -0.1% | -39.6% | -39.8% |
| 6M | -47.9% | +54.5% | -102.4% | -52.4% |
| YTD | +24.1% | +3.4% | +20.7% | +20.9% |
| 1Y | +26.0% | +6.4% | +19.6% | +21.9% |
| 3Y | +282.7% | -26.3% | +308.9% | +288.5% |
| 5Y | +424.2% | -66.4% | +490.6% | +412.5% |
| All | +441.3% | -70.7% | +512.0% | +422.4% |
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 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