-74.9%
FRSH vs FLR
+267.7%
-342.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | -9.6% | -3.1% | -6.4% | -8.9% |
| 30D | -0.4% | +4.9% | -5.4% | -1.6% |
| 3M | +27.2% | +10.8% | +16.4% | +22.4% |
| 6M | +42.2% | +19.7% | +22.5% | +32.0% |
| YTD | -2.6% | +38.4% | -41.0% | -13.7% |
| 1Y | -10.2% | +34.7% | -44.9% | -20.4% |
| 3Y | -45.5% | +56.7% | -102.2% | -56.8% |
| All | -74.9% | +267.7% | -342.7% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling