+116.4%
RF vs FRSH
-30.4%
+146.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +0.3% | -16.0% | +16.4% | +3.2% |
| 30D | +6.2% | -14.7% | +20.8% | +8.7% |
| 3M | -7.8% | -0.8% | -7.0% | -8.3% |
| 6M | +5.9% | +34.5% | -28.6% | -0.9% |
| YTD | +9.0% | -3.0% | +12.1% | +8.0% |
| 1Y | +19.3% | +4.9% | +14.4% | +15.9% |
| 3Y | +116.4% | -31.9% | +148.4% | +115.7% |
| All | +116.4% | -30.4% | +146.8% | +115.7% |
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 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