-75.0%
FRSH vs INDA
+4.5%
-79.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.6% |
| 7D | -11.2% | -3.6% | -7.5% | -8.0% |
| 30D | -0.8% | -4.0% | +3.1% | +2.8% |
| 3M | +26.4% | +1.7% | +24.7% | +24.2% |
| 6M | +48.4% | -3.6% | +52.0% | +52.3% |
| YTD | -3.1% | -11.0% | +7.9% | +7.7% |
| 1Y | -8.7% | -9.5% | +0.8% | -0.7% |
| 3Y | -45.8% | +7.6% | -53.4% | -54.7% |
| All | -75.0% | +4.5% | -79.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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