+32.6%
NET vs FRSH
-70.5%
+103.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.3% | +3.7% | +1.7% |
| 7D | -16.4% | -13.8% | -2.6% | -7.5% |
| 30D | -25.8% | +0.3% | -26.1% | -26.4% |
| 3M | -11.5% | +10.1% | -21.7% | -18.0% |
| 6M | +18.9% | +47.7% | -28.7% | -11.1% |
| YTD | +35.2% | +8.2% | +27.0% | +21.4% |
| 1Y | +14.5% | +21.4% | -7.0% | -5.8% |
| 3Y | +313.8% | -30.2% | +344.0% | +358.2% |
| 5Y | +32.6% | -66.5% | +99.1% | +112.3% |
| All | +32.6% | -70.5% | +103.1% | +112.3% |
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