-75.0%
FRSH vs DTE
+37.9%
-113.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -11.2% | -2.0% | -9.2% | -11.0% |
| 30D | -0.8% | -2.4% | +1.6% | -0.7% |
| 3M | +26.4% | -7.3% | +33.7% | +27.2% |
| 6M | +48.4% | -7.6% | +56.0% | +49.2% |
| YTD | -3.1% | +5.8% | -8.9% | -4.7% |
| 1Y | -8.7% | +2.3% | -11.0% | -9.7% |
| 3Y | -45.8% | +45.0% | -90.8% | -52.0% |
| All | -75.0% | +37.9% | -113.0% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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