+95.1%
META vs FRSH
-36.3%
+131.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +1.6% |
| 7D | -0.8% | -17.7% | +16.9% | +2.4% |
| 30D | -15.4% | -11.0% | -4.5% | -14.0% |
| 3M | +3.5% | +4.5% | -1.0% | +2.1% |
| 6M | -0.3% | +36.2% | -36.5% | -6.6% |
| YTD | -7.3% | -1.1% | -6.2% | -8.2% |
| 1Y | -1.1% | +11.6% | -12.7% | -4.7% |
| 3Y | +95.1% | -33.9% | +129.0% | +97.8% |
| All | +95.1% | -36.3% | +131.4% | +97.8% |
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