-44.7%
FRSH vs FIVE
+59.0%
-103.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.7% | -5.1% |
| 7D | -10.1% | +3.7% | -13.8% | -10.9% |
| 30D | +2.2% | +4.0% | -1.8% | +1.1% |
| 3M | +28.6% | +36.2% | -7.7% | +19.3% |
| 6M | +40.2% | +18.0% | +22.2% | +33.3% |
| YTD | -1.2% | +34.9% | -36.1% | -9.3% |
| 1Y | -7.9% | +67.9% | -75.8% | -20.4% |
| 3Y | -44.7% | +57.3% | -102.1% | -60.3% |
| All | -44.7% | +59.0% | -103.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling