+1.3%
FTV vs FRSH
-72.5%
+73.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -4.0% | -6.6% | +2.6% | -2.9% |
| 30D | -11.0% | +2.1% | -13.1% | -11.5% |
| 3M | -8.4% | +29.0% | -37.4% | -12.6% |
| 6M | -2.6% | +48.6% | -51.2% | -9.7% |
| YTD | -0.6% | -2.9% | +2.3% | -1.7% |
| 1Y | +11.0% | -7.9% | +18.9% | +10.5% |
| 3Y | -6.3% | -46.5% | +40.2% | -1.0% |
| All | +1.3% | -72.5% | +73.8% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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