-69.3%
S vs FRSH
-72.5%
+3.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.7% | -6.6% | +5.9% | +3.3% |
| 30D | -11.4% | +2.1% | -13.5% | -12.5% |
| 3M | +33.8% | +29.0% | +4.8% | +14.9% |
| 6M | +39.5% | +48.6% | -9.1% | +9.6% |
| YTD | +31.7% | -2.9% | +34.6% | +30.1% |
| 1Y | +7.0% | -7.9% | +14.9% | +8.6% |
| 3Y | +11.8% | -46.5% | +58.3% | +46.9% |
| All | -69.3% | -72.5% | +3.2% | -59.2% |
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 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