+12.3%
FN vs FRSH
-6.3%
+18.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +1.1% |
| 7D | +3.5% | -10.1% | +13.6% | +1.2% |
| 30D | -26.0% | +2.2% | -28.2% | -25.4% |
| 3M | -33.3% | +28.6% | -61.8% | -29.5% |
| 6M | -14.9% | +40.2% | -55.1% | -9.8% |
| YTD | -8.6% | -1.2% | -7.3% | +2.6% |
| 1Y | +12.3% | -7.9% | +20.2% | +31.5% |
| All | +12.3% | -6.3% | +18.7% | +31.5% |
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 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