+108.9%
META vs FRSH
-45.6%
+154.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.8% |
| 7D | +6.7% | -8.2% | +14.9% | +8.2% |
| 30D | +4.8% | +10.5% | -5.7% | +2.7% |
| 3M | -1.6% | +32.7% | -34.4% | -6.7% |
| 6M | -7.5% | +50.3% | -57.8% | -14.9% |
| YTD | -6.4% | +3.9% | -10.3% | -7.7% |
| 1Y | -17.3% | -2.2% | -15.2% | -17.7% |
| All | +108.9% | -45.6% | +154.5% | +123.2% |
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