-75.0%
FRSH vs FIVE
+29.3%
-104.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.4% |
| 7D | -11.2% | +0.6% | -11.7% | -11.5% |
| 30D | -0.8% | +3.0% | -3.8% | -2.5% |
| 3M | +26.4% | +23.2% | +3.2% | +15.0% |
| 6M | +48.4% | +9.2% | +39.2% | +39.4% |
| YTD | -3.1% | +28.1% | -31.2% | -15.4% |
| 1Y | -8.7% | +65.3% | -74.0% | -29.3% |
| 3Y | -45.8% | +49.4% | -95.2% | -59.7% |
| All | -75.0% | +29.3% | -104.3% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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