+91.3%
RF vs FRSH
-48.3%
+139.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.8% | -0.2% |
| 7D | +2.7% | -10.1% | +12.8% | +4.6% |
| 30D | -3.4% | +2.2% | -5.6% | -4.0% |
| 3M | +6.4% | +28.6% | -22.2% | +0.7% |
| 6M | +13.4% | +40.2% | -26.8% | +4.8% |
| YTD | +14.2% | -1.2% | +15.5% | +13.1% |
| 1Y | +15.7% | -7.9% | +23.6% | +16.3% |
| 3Y | +91.3% | -44.7% | +136.1% | +107.2% |
| All | +91.3% | -48.3% | +139.7% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling