-46.6%
FRSH vs EXEL
+160.7%
-207.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -11.2% | -2.9% | -8.3% | -10.9% |
| 30D | -0.8% | +11.9% | -12.7% | -1.8% |
| 3M | +26.4% | +9.2% | +17.2% | +25.3% |
| 6M | +48.4% | +39.1% | +9.3% | +42.7% |
| YTD | -3.1% | +31.0% | -34.1% | -6.3% |
| 1Y | -8.7% | +52.3% | -61.0% | -13.9% |
| All | -46.6% | +160.7% | -207.3% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling