+10.0%
S vs FRSH
-46.2%
+56.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -1.2% | -9.6% | +8.3% | +3.9% |
| 30D | -12.6% | -0.4% | -12.1% | -12.3% |
| 3M | +27.6% | +27.2% | +0.4% | +12.5% |
| 6M | +35.5% | +42.2% | -6.7% | +12.4% |
| YTD | +29.6% | -2.6% | +32.2% | +28.3% |
| 1Y | +8.1% | -10.2% | +18.3% | +11.0% |
| All | +10.0% | -46.2% | +56.2% | +46.0% |
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 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