-75.0%
FRSH vs EXPD
+65.0%
-140.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -11.2% | +1.2% | -12.3% | -11.7% |
| 30D | -0.8% | +6.8% | -7.7% | -4.2% |
| 3M | +26.4% | +14.9% | +11.5% | +17.4% |
| 6M | +48.4% | +34.6% | +13.8% | +26.2% |
| YTD | -3.1% | +27.7% | -30.8% | -16.2% |
| 1Y | -8.7% | +57.7% | -66.3% | -30.7% |
| 3Y | -45.8% | +70.9% | -116.7% | -62.0% |
| All | -75.0% | +65.0% | -140.1% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling