+83.4%
META vs FRSH
-70.7%
+154.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -2.1% |
| 7D | +3.1% | -0.2% | +3.3% | +3.0% |
| 30D | -18.2% | -8.8% | -9.4% | -16.6% |
| 3M | +7.8% | +8.8% | -1.0% | +4.5% |
| 6M | +3.6% | +49.1% | -45.5% | -8.6% |
| YTD | -5.3% | +3.4% | -8.7% | -9.0% |
| 1Y | +2.7% | +8.8% | -6.1% | -2.9% |
| 3Y | +91.5% | -27.4% | +118.9% | +93.1% |
| 5Y | +84.7% | -66.4% | +151.1% | +82.1% |
| All | +83.4% | -70.7% | +154.1% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling