-75.0%
FRSH vs VO
+45.1%
-120.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -1.2% |
| 7D | -6.6% | -1.5% | -5.1% | -4.1% |
| 30D | +2.1% | -3.0% | +5.1% | +7.6% |
| 3M | +29.0% | +2.8% | +26.1% | +22.8% |
| 6M | +48.6% | +10.9% | +37.7% | +22.6% |
| YTD | -2.9% | +12.5% | -15.4% | -21.9% |
| 1Y | -7.9% | +12.0% | -19.9% | -25.5% |
| 3Y | -46.5% | +56.3% | -102.8% | -76.6% |
| All | -75.0% | +45.1% | -120.1% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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