-73.4%
FRSH vs REPL
-33.0%
-40.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +4.6% | +1.2% | +3.4% | +4.6% |
| 30D | -7.5% | +92.2% | -99.6% | -10.0% |
| 3M | -0.1% | +44.1% | -44.2% | -1.8% |
| 6M | +54.5% | +313.0% | -258.5% | +40.4% |
| YTD | +3.4% | +125.2% | -121.8% | -5.9% |
| 1Y | +6.4% | +143.8% | -137.4% | -3.7% |
| 3Y | -26.3% | +104.2% | -130.4% | -48.0% |
| 5Y | -66.4% | -34.5% | -31.9% | -71.2% |
| All | -73.4% | -33.0% | -40.4% | -76.6% |
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