+256.6%
P vs FRSH
-72.6%
+329.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -4.1% | -11.2% | +7.0% | -1.4% |
| 30D | -14.0% | -0.8% | -13.1% | -14.2% |
| 3M | +41.4% | +26.4% | +15.0% | +31.4% |
| 6M | +54.2% | +48.4% | +5.8% | +36.8% |
| YTD | +40.4% | -3.1% | +43.5% | +37.7% |
| 1Y | +16.0% | -8.7% | +24.7% | +15.0% |
| 3Y | +140.7% | -45.8% | +186.5% | +165.3% |
| All | +256.6% | -72.6% | +329.1% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling