+56.5%
NDAQ vs FRSH
-72.0%
+128.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.1% |
| 7D | -2.6% | -10.1% | +7.5% | -0.8% |
| 30D | +0.5% | +2.2% | -1.7% | 0.0% |
| 3M | +9.9% | +28.6% | -18.7% | +5.1% |
| 6M | +8.2% | +40.2% | -32.0% | +1.6% |
| YTD | -1.5% | -1.2% | -0.3% | -2.7% |
| 1Y | +1.3% | -7.9% | +9.2% | +0.9% |
| 3Y | +92.6% | -44.7% | +137.3% | +101.6% |
| All | +56.5% | -72.0% | +128.5% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling