-46.6%
FRSH vs BB
+62.2%
-108.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.1% |
| 7D | -11.2% | -2.1% | -9.1% | -10.8% |
| 30D | -0.8% | -16.0% | +15.2% | +2.9% |
| 3M | +26.4% | -14.5% | +40.9% | +28.3% |
| 6M | +48.4% | +118.6% | -70.2% | +15.8% |
| YTD | -3.1% | +98.9% | -102.0% | -22.3% |
| 1Y | -8.7% | +99.5% | -108.2% | -27.6% |
| All | -46.6% | +62.2% | -108.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling