-74.6%
FRSH vs FDS
-18.0%
-56.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.7% | -1.9% |
| 7D | -10.1% | -5.4% | -4.7% | -6.4% |
| 30D | +2.2% | +1.6% | +0.6% | +1.3% |
| 3M | +28.6% | +17.7% | +10.8% | +13.8% |
| 6M | +40.2% | +29.1% | +11.2% | +15.4% |
| YTD | -1.2% | +1.0% | -2.2% | -3.0% |
| 1Y | -7.9% | -21.6% | +13.7% | +7.5% |
| 3Y | -44.7% | -30.1% | -14.6% | -32.5% |
| All | -74.6% | -18.0% | -56.6% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling