-69.8%
S vs FRSH
-72.4%
+2.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -1.2% | -9.6% | +8.3% | +4.5% |
| 30D | -12.6% | -0.4% | -12.1% | -12.3% |
| 3M | +27.6% | +27.2% | +0.4% | +10.4% |
| 6M | +35.5% | +42.2% | -6.7% | +9.2% |
| YTD | +29.6% | -2.6% | +32.2% | +27.9% |
| 1Y | +8.1% | -10.2% | +18.3% | +11.4% |
| 3Y | +14.8% | -45.5% | +60.3% | +49.2% |
| All | -69.8% | -72.4% | +2.6% | -60.0% |
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 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