-2.2%
FRSH vs USFR
+4.0%
-6.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.6% |
| 7D | -8.2% | +0.1% | -8.2% | -7.9% |
| 30D | +10.5% | +0.3% | +10.2% | +11.4% |
| 3M | +32.7% | +1.0% | +31.7% | +36.0% |
| 6M | +50.3% | +1.9% | +48.4% | +74.8% |
| YTD | +3.9% | +2.6% | +1.3% | +32.3% |
| 1Y | -2.2% | +4.0% | -6.2% | +51.0% |
| All | -2.2% | +4.0% | -6.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling