+292.4%
FN vs FRSH
-70.6%
+363.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.9% | +3.9% |
| 7D | -1.7% | -8.2% | +6.5% | -0.4% |
| 30D | -22.0% | +10.5% | -32.5% | -23.7% |
| 3M | -43.0% | +32.7% | -75.7% | -46.3% |
| 6M | -27.7% | +50.3% | -78.0% | -34.5% |
| YTD | -10.5% | +3.9% | -14.4% | -13.0% |
| 1Y | +12.5% | -2.2% | +14.6% | +10.7% |
| 3Y | +153.8% | -42.9% | +196.7% | +169.1% |
| All | +292.4% | -70.6% | +363.0% | +277.8% |
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 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