+53.5%
IEFA vs FRSH
-72.5%
+126.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -6.6% | +5.0% | -0.9% |
| 30D | -1.5% | +2.1% | -3.6% | -1.8% |
| 3M | +3.4% | +29.0% | -25.5% | +0.4% |
| 6M | +9.5% | +48.6% | -39.1% | +4.3% |
| YTD | +13.0% | -2.9% | +16.0% | +12.4% |
| 1Y | +18.0% | -7.9% | +25.9% | +17.9% |
| 3Y | +65.4% | -46.5% | +111.9% | +72.1% |
| All | +53.5% | -72.5% | +126.0% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling