-75.0%
FRSH vs REPL
-59.5%
-15.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | -0.2% |
| 7D | -11.2% | -13.4% | +2.3% | -10.7% |
| 30D | -0.8% | -3.0% | +2.2% | -0.8% |
| 3M | +26.4% | +56.3% | -29.9% | +21.6% |
| 6M | +48.4% | +60.9% | -12.5% | +37.1% |
| YTD | -3.1% | +36.2% | -39.3% | -9.9% |
| 1Y | -8.7% | +121.0% | -129.7% | -20.1% |
| 3Y | -45.8% | -32.8% | -13.0% | -52.0% |
| All | -75.0% | -59.5% | -15.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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