+88.3%
RF vs FRSH
-72.4%
+160.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -0.1% | -9.6% | +9.4% | +1.5% |
| 30D | -4.0% | -0.4% | -3.6% | -4.2% |
| 3M | +5.6% | +27.2% | -21.6% | +0.9% |
| 6M | +13.1% | +42.2% | -29.1% | +5.4% |
| YTD | +13.6% | -2.6% | +16.2% | +12.2% |
| 1Y | +16.0% | -10.2% | +26.1% | +16.0% |
| 3Y | +90.2% | -45.5% | +135.7% | +101.7% |
| All | +88.3% | -72.4% | +160.7% | +86.1% |
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