-73.2%
FRSH vs FIVE
+35.1%
-108.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.1% | -9.8% | -6.7% |
| 7D | -8.2% | +4.3% | -12.4% | -9.8% |
| 30D | +10.5% | +12.5% | -2.0% | +4.8% |
| 3M | +32.7% | +31.2% | +1.5% | +17.8% |
| 6M | +50.3% | +14.4% | +35.9% | +38.5% |
| YTD | +3.9% | +33.9% | -30.0% | -10.9% |
| 1Y | -2.2% | +65.1% | -67.2% | -24.2% |
| 3Y | -42.9% | +49.0% | -91.9% | -56.8% |
| All | -73.2% | +35.1% | -108.3% | -78.3% |
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 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