+302.9%
FN vs FRSH
-72.4%
+375.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +5.8% | -9.6% | +15.4% | +7.4% |
| 30D | -20.6% | -0.4% | -20.2% | -21.0% |
| 3M | -28.6% | +27.2% | -55.8% | -32.4% |
| 6M | -20.7% | +42.2% | -62.9% | -27.5% |
| YTD | -8.1% | -2.6% | -5.5% | -9.7% |
| 1Y | +13.3% | -10.2% | +23.5% | +13.1% |
| 3Y | +175.7% | -45.5% | +221.2% | +194.5% |
| All | +302.9% | -72.4% | +375.3% | +291.8% |
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