-22.6%
FPS vs FRSH
+41.2%
-63.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.3% | -11.0% | -18.5% |
| 7D | -23.3% | -13.8% | -9.6% | -26.1% |
| 30D | -42.4% | +0.3% | -42.7% | -42.2% |
| 3M | -43.0% | +10.1% | -53.2% | -40.9% |
| 6M | -44.5% | +47.7% | -92.1% | -38.6% |
| All | -22.6% | +41.2% | -63.8% | -13.6% |
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