+24.4%
LYB vs FRSH
-3.3%
+27.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.7% | +2.8% | -1.7% |
| 7D | -0.2% | -8.2% | +7.9% | +0.1% |
| 30D | +8.7% | +10.5% | -1.8% | +8.3% |
| 3M | -3.0% | +32.7% | -35.8% | -4.1% |
| 6M | +4.7% | +50.3% | -45.6% | +3.0% |
| YTD | +51.6% | +3.9% | +47.7% | +55.8% |
| 1Y | +24.4% | -2.2% | +26.5% | +24.5% |
| All | +24.4% | -3.3% | +27.7% | +24.5% |
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