+48.4%
RSP vs FRSH
-66.7%
+115.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | +4.6% | -2.3% | +1.7% |
| 30D | +4.3% | -7.5% | +11.7% | +5.2% |
| 3M | -0.3% | -0.1% | -0.3% | -0.7% |
| 6M | +9.8% | +54.5% | -44.7% | +2.6% |
| YTD | +16.8% | +3.4% | +13.4% | +14.6% |
| 1Y | +19.5% | +6.4% | +13.1% | +16.6% |
| 3Y | +65.1% | -26.3% | +91.4% | +65.7% |
| All | +48.4% | -66.7% | +115.1% | +47.5% |
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