-80.8%
RUN vs FRSH
-72.5%
-8.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.7% | -6.6% | +2.9% | -0.9% |
| 30D | -13.0% | +2.1% | -15.1% | -14.6% |
| 3M | -31.8% | +29.0% | -60.8% | -40.4% |
| 6M | -32.2% | +48.6% | -80.8% | -45.9% |
| YTD | -53.5% | -2.9% | -50.5% | -55.1% |
| 1Y | -46.5% | -7.9% | -38.6% | -47.2% |
| 3Y | -37.6% | -46.5% | +8.9% | -23.9% |
| All | -80.8% | -72.5% | -8.3% | -74.8% |
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