-75.0%
FRSH vs EXPD
+64.9%
-140.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -16.0% | -7.4% | -8.6% | -12.7% |
| 30D | -14.7% | -2.1% | -12.6% | -13.7% |
| 3M | -0.8% | +5.7% | -6.5% | -3.8% |
| 6M | +34.5% | +21.4% | +13.2% | +21.3% |
| YTD | -3.0% | +27.6% | -30.6% | -16.2% |
| 1Y | +4.9% | +36.1% | -31.3% | -12.8% |
| 3Y | -31.9% | +69.9% | -101.8% | -52.0% |
| 5Y | -68.7% | +59.7% | -128.4% | -80.9% |
| All | -75.0% | +64.9% | -140.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling