-74.6%
FRSH vs FIVE
+36.1%
-110.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.7% | -5.2% |
| 7D | -10.1% | +3.7% | -13.8% | -11.5% |
| 30D | +2.2% | +4.0% | -1.8% | +0.1% |
| 3M | +28.6% | +36.2% | -7.7% | +12.4% |
| 6M | +40.2% | +18.0% | +22.2% | +27.5% |
| YTD | -1.2% | +34.9% | -36.1% | -15.5% |
| 1Y | -7.9% | +67.9% | -75.8% | -29.1% |
| 3Y | -44.7% | +57.3% | -102.1% | -59.7% |
| All | -74.6% | +36.1% | -110.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling