-14.3%
META vs FRSH
-9.1%
-5.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.4% | +8.0% | +6.7% |
| 7D | +10.3% | -9.6% | +19.8% | +11.3% |
| 30D | +9.9% | -0.4% | +10.3% | +9.6% |
| 3M | +11.9% | +27.2% | -15.3% | +9.5% |
| 6M | +1.2% | +42.2% | -41.0% | -2.5% |
| YTD | -0.8% | -2.6% | +1.8% | +1.8% |
| 1Y | -14.3% | -10.2% | -4.2% | -11.7% |
| All | -14.3% | -9.1% | -5.3% | -11.7% |
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