-75.0%
FRSH vs M
+21.9%
-96.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -2.2% |
| 7D | -6.6% | -4.2% | -2.4% | -5.5% |
| 30D | +2.1% | -7.2% | +9.3% | +4.2% |
| 3M | +29.0% | -11.1% | +40.1% | +33.0% |
| 6M | +48.6% | +28.8% | +19.8% | +35.2% |
| YTD | -2.9% | +2.0% | -5.0% | -5.9% |
| 1Y | -7.9% | +31.3% | -39.2% | -18.6% |
| 3Y | -46.5% | +119.1% | -165.6% | -64.5% |
| All | -75.0% | +21.9% | -96.9% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling