+240.8%
FN vs FRSH
-70.7%
+311.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -4.9% |
| 7D | +20.8% | -0.2% | +21.0% | +20.6% |
| 30D | -17.3% | -8.8% | -8.4% | -16.1% |
| 3M | -38.1% | +8.8% | -46.9% | -39.4% |
| 6M | -44.2% | +49.1% | -93.3% | -49.2% |
| YTD | -22.3% | +3.4% | -25.7% | -24.5% |
| 1Y | -20.9% | +8.8% | -29.8% | -24.2% |
| 3Y | +111.1% | -27.4% | +138.5% | +114.7% |
| 5Y | +191.8% | -66.4% | +258.2% | +182.5% |
| All | +240.8% | -70.7% | +311.5% | +227.5% |
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