-75.0%
FRSH vs BR
+12.6%
-87.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -6.6% | -3.0% | -3.6% | -4.0% |
| 30D | +2.1% | -0.3% | +2.4% | +2.6% |
| 3M | +29.0% | +17.3% | +11.7% | +12.1% |
| 6M | +48.6% | -6.7% | +55.3% | +57.6% |
| YTD | -2.9% | -23.4% | +20.5% | +22.4% |
| 1Y | -7.9% | -32.7% | +24.8% | +29.9% |
| 3Y | -46.5% | -5.9% | -40.6% | -45.7% |
| All | -75.0% | +12.6% | -87.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling