-46.6%
FRSH vs RVTY
+13.9%
-60.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | -11.2% | -7.4% | -3.7% | -8.5% |
| 30D | -0.8% | +4.5% | -5.3% | -2.6% |
| 3M | +26.4% | +19.5% | +6.9% | +16.9% |
| 6M | +48.4% | +34.1% | +14.3% | +29.2% |
| YTD | -3.1% | +25.3% | -28.4% | -12.6% |
| 1Y | -8.7% | +47.0% | -55.7% | -23.4% |
| All | -46.6% | +13.9% | -60.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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