-75.0%
FRSH vs BTG
+79.3%
-154.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | -11.2% | -5.5% | -5.7% | -10.7% |
| 30D | -0.8% | +6.1% | -6.9% | -1.5% |
| 3M | +26.4% | +38.6% | -12.2% | +21.9% |
| 6M | +48.4% | +0.7% | +47.7% | +47.4% |
| YTD | -3.1% | +20.3% | -23.4% | -6.9% |
| 1Y | -8.7% | +25.0% | -33.7% | -13.7% |
| 3Y | -45.8% | +97.3% | -143.1% | -54.1% |
| All | -75.0% | +79.3% | -154.3% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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