-75.0%
FRSH vs BG
+79.4%
-154.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.5% |
| 7D | -6.6% | +3.1% | -9.7% | -7.1% |
| 30D | +2.1% | +10.2% | -8.1% | +0.2% |
| 3M | +29.0% | -1.7% | +30.6% | +29.0% |
| 6M | +48.6% | +1.0% | +47.6% | +47.5% |
| YTD | -2.9% | +39.9% | -42.9% | -11.4% |
| 1Y | -7.9% | +53.2% | -61.1% | -18.4% |
| 3Y | -46.5% | +16.3% | -62.8% | -49.0% |
| All | -75.0% | +79.4% | -154.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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