-46.6%
FRSH vs RGEN
+1.9%
-48.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -11.2% | -2.9% | -8.2% | -10.5% |
| 30D | -0.8% | -0.1% | -0.8% | -0.9% |
| 3M | +26.4% | +25.9% | +0.5% | +17.7% |
| 6M | +48.4% | +35.2% | +13.2% | +34.4% |
| YTD | -3.1% | +0.5% | -3.6% | -4.5% |
| 1Y | -8.7% | +37.0% | -45.7% | -18.4% |
| All | -46.6% | +1.9% | -48.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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