-75.0%
FRSH vs ITOT
+78.4%
-153.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -1.2% |
| 7D | -6.6% | -0.9% | -5.7% | -5.2% |
| 30D | +2.1% | -1.5% | +3.6% | +4.7% |
| 3M | +29.0% | +3.6% | +25.4% | +21.2% |
| 6M | +48.6% | +13.7% | +34.9% | +17.9% |
| YTD | -2.9% | +12.9% | -15.9% | -21.9% |
| 1Y | -7.9% | +17.2% | -25.1% | -30.8% |
| 3Y | -46.5% | +75.6% | -122.1% | -81.1% |
| All | -75.0% | +78.4% | -153.4% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling