+252.5%
FN vs FRSH
-72.2%
+324.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.0% |
| 7D | +16.3% | -15.5% | +31.8% | +19.5% |
| 30D | -24.7% | -13.7% | -11.0% | -23.0% |
| 3M | -34.9% | +1.4% | -36.4% | -35.6% |
| 6M | -41.1% | +36.0% | -77.1% | -45.5% |
| YTD | -19.6% | -2.0% | -17.7% | -21.3% |
| 1Y | -18.5% | +7.3% | -25.9% | -21.9% |
| 3Y | +119.1% | -29.6% | +148.7% | +124.0% |
| 5Y | +206.9% | -69.2% | +276.2% | +199.6% |
| All | +252.5% | -72.2% | +324.7% | +241.7% |
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