-2.2%
FRSH vs EXEL
+59.2%
-61.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | -8.2% | +8.4% | -16.5% | -7.5% |
| 30D | +10.5% | +4.1% | +6.4% | +10.9% |
| 3M | +32.7% | +12.4% | +20.3% | +34.1% |
| 6M | +50.3% | +41.5% | +8.8% | +53.3% |
| YTD | +3.9% | +34.6% | -30.7% | +5.9% |
| 1Y | -2.2% | +57.9% | -60.0% | -0.5% |
| All | -2.2% | +59.2% | -61.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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