+23.9%
IR vs FRSH
-27.1%
+51.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +4.6% | -2.1% | +1.9% |
| 30D | +9.2% | -7.5% | +16.6% | +9.9% |
| 3M | +0.9% | -0.1% | +1.0% | +0.4% |
| 6M | +19.2% | +54.5% | -35.3% | +10.3% |
| YTD | +7.5% | +3.4% | +4.0% | +6.1% |
| 1Y | +11.7% | +6.4% | +5.4% | +9.5% |
| 3Y | +23.9% | -26.3% | +50.2% | +29.1% |
| All | +23.9% | -27.1% | +51.0% | +29.1% |
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