+51.5%
NDAQ vs FRSH
-72.6%
+124.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -6.8% | -11.2% | +4.4% | -4.9% |
| 30D | -3.2% | -0.8% | -2.3% | -3.2% |
| 3M | +6.5% | +26.4% | -19.9% | +2.1% |
| 6M | +5.7% | +48.4% | -42.6% | -1.6% |
| YTD | -4.6% | -3.1% | -1.5% | -5.5% |
| 1Y | -1.6% | -8.7% | +7.1% | -1.8% |
| 3Y | +86.4% | -45.8% | +132.2% | +95.8% |
| All | +51.5% | -72.6% | +124.1% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling