-46.5%
FRSH vs FLR
+54.2%
-100.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -6.6% | -3.5% | -3.1% | -6.0% |
| 30D | +2.1% | +4.2% | -2.1% | +1.2% |
| 3M | +29.0% | +8.1% | +20.9% | +25.6% |
| 6M | +48.6% | +21.5% | +27.1% | +38.3% |
| YTD | -2.9% | +36.8% | -39.7% | -13.1% |
| 1Y | -7.9% | +31.2% | -39.1% | -17.2% |
| 3Y | -46.5% | +53.9% | -100.4% | -60.1% |
| All | -46.5% | +54.2% | -100.7% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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