+24.5%
Q vs FRSH
+10.0%
+14.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +1.2% | +4.6% | -3.5% | +1.8% |
| 30D | -2.7% | -7.5% | +4.8% | -3.5% |
| 3M | -16.9% | -0.1% | -16.9% | -16.3% |
| 6M | -26.9% | +54.5% | -81.4% | -23.8% |
| YTD | +45.2% | +3.4% | +41.8% | +54.6% |
| 1Y | +38.1% | +6.4% | +31.8% | +45.6% |
| All | +24.5% | +10.0% | +14.5% | +30.7% |
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