-46.3%
FRSH vs URA
+116.4%
-162.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -9.6% | +5.7% | -15.3% | -10.2% |
| 30D | -0.4% | +5.6% | -6.0% | -1.2% |
| 3M | +27.2% | +6.2% | +21.0% | +25.8% |
| 6M | +42.2% | -8.2% | +50.4% | +42.7% |
| YTD | -2.6% | +9.7% | -12.3% | -7.4% |
| 1Y | -10.2% | +17.0% | -27.1% | -17.8% |
| All | -46.3% | +116.4% | -162.8% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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