-2.2%
FRSH vs BR
-29.1%
+26.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.4% | -1.3% | -1.8% |
| 7D | -8.2% | -5.3% | -2.9% | -3.7% |
| 30D | +10.5% | +6.4% | +4.1% | +4.9% |
| 3M | +32.7% | +13.6% | +19.1% | +19.0% |
| 6M | +50.3% | -6.7% | +57.0% | +55.1% |
| YTD | +3.9% | -21.1% | +25.0% | +18.0% |
| 1Y | -2.2% | -29.6% | +27.4% | +14.2% |
| All | -2.2% | -29.1% | +26.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling