-46.5%
FRSH vs ITOT
+75.8%
-122.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.9% |
| 7D | -6.6% | -0.9% | -5.7% | -5.5% |
| 30D | +2.1% | -1.5% | +3.6% | +4.1% |
| 3M | +29.0% | +3.6% | +25.4% | +23.2% |
| 6M | +48.6% | +13.7% | +34.9% | +24.8% |
| YTD | -2.9% | +12.9% | -15.9% | -17.5% |
| 1Y | -7.9% | +17.2% | -25.1% | -25.9% |
| 3Y | -46.5% | +75.6% | -122.1% | -76.8% |
| All | -46.5% | +75.8% | -122.3% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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