-74.6%
FRSH vs EXEL
+183.7%
-258.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.7% | -4.3% |
| 7D | -10.1% | +1.4% | -11.5% | -10.5% |
| 30D | +2.2% | +6.7% | -4.5% | 0.0% |
| 3M | +28.6% | +11.5% | +17.1% | +23.7% |
| 6M | +40.2% | +38.8% | +1.4% | +23.7% |
| YTD | -1.2% | +31.6% | -32.8% | -11.6% |
| 1Y | -7.9% | +53.0% | -60.9% | -23.2% |
| 3Y | -44.7% | +160.8% | -205.6% | -68.4% |
| All | -74.6% | +183.7% | -258.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling