-65.5%
S vs FRSH
-70.7%
+5.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +4.6% | -2.6% | -1.0% |
| 30D | -2.7% | -7.5% | +4.7% | +1.1% |
| 3M | -6.9% | -0.1% | -6.8% | -7.2% |
| 6M | +38.1% | +54.5% | -16.5% | +5.5% |
| YTD | +48.0% | +3.4% | +44.6% | +40.4% |
| 1Y | +34.5% | +6.4% | +28.1% | +25.2% |
| 3Y | +38.3% | -26.3% | +64.6% | +49.0% |
| 5Y | -70.9% | -66.4% | -4.5% | -62.5% |
| All | -65.5% | -70.7% | +5.2% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling