+173.5%
FN vs FRSH
-68.5%
+242.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.6% | +16.3% | +12.4% |
| 7D | 0.0% | -17.7% | +17.7% | +3.3% |
| 30D | -34.3% | -11.0% | -23.4% | -33.1% |
| 3M | -39.9% | +4.5% | -44.3% | -40.8% |
| 6M | -51.8% | +36.2% | -88.0% | -55.6% |
| YTD | -28.1% | -1.1% | -27.0% | -29.8% |
| 1Y | -29.1% | +11.6% | -40.7% | -32.8% |
| 3Y | +102.4% | -33.9% | +136.3% | +109.7% |
| All | +173.5% | -68.5% | +242.0% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling