-74.9%
FRSH vs VIG
+66.7%
-141.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.5% |
| 7D | -9.6% | -1.2% | -8.4% | -7.7% |
| 30D | -0.4% | -2.8% | +2.4% | +4.5% |
| 3M | +27.2% | +2.5% | +24.7% | +22.1% |
| 6M | +42.2% | +8.1% | +34.1% | +23.9% |
| YTD | -2.6% | +9.6% | -12.2% | -17.1% |
| 1Y | -10.2% | +14.2% | -24.3% | -29.1% |
| 3Y | -45.5% | +56.1% | -101.6% | -75.6% |
| All | -74.9% | +66.7% | -141.6% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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