+22.1%
LYB vs FRSH
-9.2%
+31.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | -6.6% | +6.9% | +0.5% |
| 30D | +2.5% | +2.1% | +0.4% | +2.4% |
| 3M | +1.4% | +29.0% | -27.6% | +0.2% |
| 6M | -3.5% | +48.6% | -52.1% | -5.3% |
| YTD | +52.0% | -2.9% | +54.9% | +57.1% |
| 1Y | +22.1% | -7.9% | +30.0% | +21.5% |
| All | +22.1% | -9.2% | +31.2% | +21.5% |
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