+17.0%
IEFA vs FRSH
+21.1%
-4.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.3% | +8.8% | +2.3% |
| 7D | +1.9% | -13.8% | +15.7% | +1.5% |
| 30D | +1.4% | +0.3% | +1.1% | +1.4% |
| 3M | -1.4% | +10.1% | -11.5% | -1.1% |
| 6M | +6.3% | +47.7% | -41.4% | +7.5% |
| YTD | +11.9% | +8.2% | +3.6% | +14.4% |
| 1Y | +17.0% | +21.4% | -4.5% | +16.5% |
| All | +17.0% | +21.1% | -4.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling