-46.5%
FRSH vs QSR
+25.8%
-72.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | -6.6% | -4.0% | -2.6% | -5.2% |
| 30D | +2.1% | +2.8% | -0.6% | +1.1% |
| 3M | +29.0% | +5.1% | +23.9% | +26.7% |
| 6M | +48.6% | +8.8% | +39.8% | +43.8% |
| YTD | -2.9% | +14.8% | -17.8% | -7.9% |
| 1Y | -7.9% | +25.7% | -33.6% | -15.4% |
| 3Y | -46.5% | +27.5% | -74.0% | -54.1% |
| All | -46.5% | +25.8% | -72.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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