-20.8%
RMD vs FRSH
-72.5%
+51.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -4.4% | -6.6% | +2.2% | -3.6% |
| 30D | -3.1% | +2.1% | -5.2% | -3.4% |
| 3M | +13.8% | +29.0% | -15.2% | +10.3% |
| 6M | -8.6% | +48.6% | -57.2% | -13.2% |
| YTD | -8.6% | -2.9% | -5.7% | -9.2% |
| 1Y | -19.7% | -7.9% | -11.8% | -19.7% |
| 3Y | +48.4% | -46.5% | +94.9% | +54.9% |
| All | -20.8% | -72.5% | +51.7% | -21.0% |
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