-75.0%
FRSH vs BBWI
-67.4%
-7.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -2.0% |
| 7D | -6.6% | -4.8% | -1.8% | -5.1% |
| 30D | +2.1% | +3.5% | -1.4% | +0.5% |
| 3M | +29.0% | -0.3% | +29.3% | +27.9% |
| 6M | +48.6% | -5.4% | +54.0% | +46.8% |
| YTD | -2.9% | -4.7% | +1.8% | -5.1% |
| 1Y | -7.9% | -30.5% | +22.6% | -0.4% |
| 3Y | -46.5% | -44.3% | -2.2% | -41.8% |
| All | -75.0% | -67.4% | -7.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling