-75.0%
FRSH vs USFR
+20.6%
-95.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.6% | +0.1% | -6.7% | -6.5% |
| 30D | +2.1% | +0.4% | +1.7% | +2.4% |
| 3M | +29.0% | +1.0% | +27.9% | +29.7% |
| 6M | +48.6% | +2.0% | +46.6% | +51.0% |
| YTD | -2.9% | +2.8% | -5.7% | -0.7% |
| 1Y | -7.9% | +4.1% | -12.0% | -5.0% |
| 3Y | -46.5% | +14.1% | -60.7% | -37.9% |
| All | -75.0% | +20.6% | -95.6% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling