+3.7%
LOW vs FRSH
-72.6%
+76.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.6% | -11.2% | +8.5% | -1.1% |
| 30D | -11.1% | -0.8% | -10.3% | -11.2% |
| 3M | -8.5% | +26.4% | -34.9% | -11.6% |
| 6M | -20.8% | +48.4% | -69.2% | -25.7% |
| YTD | -17.2% | -3.1% | -14.1% | -17.8% |
| 1Y | -24.7% | -8.7% | -16.0% | -24.7% |
| 3Y | -9.7% | -45.8% | +36.0% | -4.9% |
| All | +3.7% | -72.6% | +76.2% | +5.6% |
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