-73.4%
FRSH vs M
+35.5%
-108.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +5.5% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | -8.8% | +7.0% | -15.8% | -11.2% |
| 3M | +8.8% | +3.1% | +5.7% | +6.8% |
| 6M | +49.1% | +33.5% | +15.6% | +33.7% |
| YTD | +3.4% | +13.4% | -10.0% | -3.5% |
| 1Y | +8.8% | +22.4% | -13.6% | -1.5% |
| 3Y | -27.4% | +150.9% | -178.3% | -54.1% |
| 5Y | -66.4% | -3.0% | -63.4% | -72.9% |
| All | -73.4% | +35.5% | -108.9% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling