-75.0%
FRSH vs FDS
-26.3%
-48.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +1.0% |
| 7D | -6.6% | -14.0% | +7.4% | +3.9% |
| 30D | +2.1% | -6.2% | +8.3% | +7.0% |
| 3M | +29.0% | +10.2% | +18.8% | +19.5% |
| 6M | +48.6% | +27.4% | +21.2% | +22.9% |
| YTD | -2.9% | -9.3% | +6.3% | +2.6% |
| 1Y | -7.9% | -28.6% | +20.7% | +14.6% |
| 3Y | -46.5% | -36.8% | -9.7% | -30.0% |
| All | -75.0% | -26.3% | -48.7% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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