-74.9%
FRSH vs REPL
-55.8%
-19.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -9.6% | -9.6% | 0.0% | -9.2% |
| 30D | -0.4% | +5.7% | -6.1% | -0.7% |
| 3M | +27.2% | +56.4% | -29.2% | +22.5% |
| 6M | +42.2% | +67.4% | -25.2% | +31.3% |
| YTD | -2.6% | +48.7% | -51.3% | -9.7% |
| 1Y | -10.2% | +148.3% | -158.4% | -21.8% |
| 3Y | -45.5% | -26.7% | -18.8% | -51.9% |
| All | -74.9% | -55.8% | -19.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling