+56.7%
ON vs FRSH
-72.5%
+129.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.4% | -6.6% | +9.0% | +4.4% |
| 30D | -8.6% | +2.1% | -10.7% | -9.6% |
| 3M | -34.3% | +29.0% | -63.3% | -40.5% |
| 6M | +28.5% | +48.6% | -20.1% | +9.0% |
| YTD | +40.6% | -2.9% | +43.5% | +35.5% |
| 1Y | +55.3% | -7.9% | +63.2% | +52.3% |
| 3Y | -22.2% | -46.5% | +24.3% | -11.5% |
| All | +56.7% | -72.5% | +129.2% | +66.7% |
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