-73.4%
FRSH vs FIVE
+32.2%
-105.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +4.6% | +2.7% | +2.0% | +3.4% |
| 30D | -7.5% | +12.7% | -20.1% | -12.1% |
| 3M | -0.1% | +2.1% | -2.1% | -2.1% |
| 6M | +54.5% | +17.5% | +37.0% | +41.2% |
| YTD | +3.4% | +31.0% | -27.5% | -11.2% |
| 1Y | +6.4% | +67.7% | -61.4% | -18.1% |
| 3Y | -26.3% | +43.4% | -69.6% | -43.4% |
| 5Y | -66.4% | +18.1% | -84.5% | -72.3% |
| All | -73.4% | +32.2% | -105.5% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling