+309.2%
P vs FRSH
-70.7%
+379.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.6% | +4.6% | +7.0% | +10.4% |
| 30D | -23.7% | -7.5% | -16.2% | -22.2% |
| 3M | -8.0% | -0.1% | -7.9% | -8.5% |
| 6M | +27.9% | +54.5% | -26.6% | +12.7% |
| YTD | +61.2% | +3.4% | +57.7% | +55.3% |
| 1Y | +28.6% | +6.4% | +22.2% | +22.7% |
| 3Y | +200.5% | -26.3% | +226.7% | +207.2% |
| 5Y | +282.9% | -66.4% | +349.4% | +292.9% |
| All | +309.2% | -70.7% | +379.9% | +312.7% |
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 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