+17.3%
O vs FRSH
-72.5%
+89.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | -6.6% | +3.7% | -2.5% |
| 30D | -4.5% | +2.1% | -6.6% | -4.7% |
| 3M | -2.6% | +29.0% | -31.6% | -4.0% |
| 6M | -5.6% | +48.6% | -54.3% | -7.8% |
| YTD | +9.3% | -2.9% | +12.2% | +9.1% |
| 1Y | +4.3% | -7.9% | +12.2% | +4.3% |
| 3Y | +27.4% | -46.5% | +73.9% | +30.9% |
| All | +17.3% | -72.5% | +89.8% | +18.3% |
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