-8.8%
IT vs FRSH
+21.1%
-29.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.7% | +5.5% |
| 7D | -5.5% | -13.8% | +8.3% | +3.6% |
| 30D | +10.3% | +0.3% | +10.0% | +9.3% |
| 3M | +11.5% | +10.1% | +1.4% | +3.6% |
| 6M | +40.3% | +47.7% | -7.4% | +10.0% |
| YTD | -17.9% | +8.2% | -26.1% | -22.5% |
| 1Y | -8.8% | +21.4% | -30.2% | -22.8% |
| All | -8.8% | +21.1% | -29.9% | -22.8% |
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 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