-75.0%
FRSH vs EXEL
+176.0%
-251.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.9% |
| 7D | -6.6% | -4.9% | -1.7% | -5.2% |
| 30D | +2.1% | +11.4% | -9.3% | -1.4% |
| 3M | +29.0% | +4.9% | +24.1% | +26.4% |
| 6M | +48.6% | +34.4% | +14.2% | +32.4% |
| YTD | -2.9% | +28.0% | -31.0% | -12.4% |
| 1Y | -7.9% | +43.6% | -51.5% | -21.4% |
| 3Y | -46.5% | +155.2% | -201.7% | -69.3% |
| All | -75.0% | +176.0% | -251.0% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling