-75.0%
FRSH vs BG
+82.6%
-157.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -11.2% | +3.7% | -14.9% | -11.7% |
| 30D | -0.8% | +12.3% | -13.2% | -3.0% |
| 3M | +26.4% | -2.2% | +28.6% | +26.7% |
| 6M | +48.4% | +5.3% | +43.0% | +46.0% |
| YTD | -3.1% | +42.4% | -45.5% | -11.8% |
| 1Y | -8.7% | +55.2% | -63.9% | -19.2% |
| 3Y | -45.8% | +21.0% | -66.8% | -48.9% |
| All | -75.0% | +82.6% | -157.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling