+7.5%
IR vs FRSH
-46.2%
+53.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.9% | -9.6% | +7.7% | -0.5% |
| 30D | -15.0% | -0.4% | -14.6% | -15.1% |
| 3M | -0.4% | +27.2% | -27.6% | -4.5% |
| 6M | -15.0% | +42.2% | -57.2% | -20.5% |
| YTD | -7.1% | -2.6% | -4.4% | -7.1% |
| 1Y | -7.5% | -10.2% | +2.6% | -6.1% |
| All | +7.5% | -46.2% | +53.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling