+690.6%
FLEX vs FRSH
-70.6%
+761.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.7% | +6.2% | +2.2% |
| 7D | -0.9% | -8.2% | +7.3% | +0.4% |
| 30D | -10.1% | +10.5% | -20.7% | -11.8% |
| 3M | -31.3% | +32.7% | -64.1% | -35.2% |
| 6M | +71.3% | +50.3% | +21.0% | +56.2% |
| YTD | +81.2% | +3.9% | +77.3% | +76.5% |
| 1Y | +98.5% | -2.2% | +100.6% | +95.5% |
| 3Y | +428.2% | -42.9% | +471.2% | +461.7% |
| All | +690.6% | -70.6% | +761.2% | +663.1% |
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