-75.0%
FRSH vs BB
-19.3%
-55.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.5% |
| 7D | -6.6% | -0.4% | -6.2% | -6.5% |
| 30D | +2.1% | -12.5% | +14.6% | +7.1% |
| 3M | +29.0% | -17.4% | +46.4% | +34.0% |
| 6M | +48.6% | +119.1% | -70.5% | -2.3% |
| YTD | -2.9% | +102.4% | -105.3% | -33.6% |
| 1Y | -7.9% | +98.2% | -106.1% | -37.7% |
| 3Y | -46.5% | +46.9% | -93.4% | -61.9% |
| All | -75.0% | -19.3% | -55.7% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling