-69.1%
S vs FRSH
-70.6%
+1.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +3.1% |
| 7D | -7.7% | -8.2% | +0.4% | -3.0% |
| 30D | -5.3% | +10.5% | -15.8% | -10.6% |
| 3M | +20.3% | +32.7% | -12.5% | +1.6% |
| 6M | +47.4% | +50.3% | -2.9% | +15.0% |
| YTD | +32.5% | +3.9% | +28.6% | +26.0% |
| 1Y | +9.5% | -2.2% | +11.7% | +7.3% |
| 3Y | +15.5% | -42.9% | +58.4% | +46.0% |
| All | -69.1% | -70.6% | +1.5% | -60.6% |
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