+68.6%
MAR vs FRSH
-46.4%
+115.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.5% | -6.6% | +6.1% | +0.5% |
| 30D | -5.4% | +2.1% | -7.5% | -5.9% |
| 3M | -15.5% | +29.0% | -44.5% | -19.5% |
| 6M | +3.0% | +48.6% | -45.7% | -5.2% |
| YTD | +8.5% | -2.9% | +11.5% | +8.3% |
| 1Y | +26.0% | -7.9% | +33.9% | +26.7% |
| 3Y | +68.6% | -46.5% | +115.1% | +84.8% |
| All | +68.6% | -46.4% | +115.0% | +84.8% |
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 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