-74.6%
FRSH vs RVTY
-30.6%
-43.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.6% |
| 7D | -10.1% | +0.4% | -10.5% | -10.3% |
| 30D | +2.2% | +10.8% | -8.6% | -3.6% |
| 3M | +28.6% | +26.8% | +1.8% | +11.1% |
| 6M | +40.2% | +39.3% | +0.9% | +12.7% |
| YTD | -1.2% | +31.6% | -32.8% | -17.7% |
| 1Y | -7.9% | +47.7% | -55.6% | -29.2% |
| 3Y | -44.7% | +19.9% | -64.7% | -54.8% |
| All | -74.6% | -30.6% | -43.9% | -68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling