+63.4%
SCHD vs FRSH
-72.5%
+135.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -6.6% | +4.6% | -1.4% |
| 30D | -0.4% | +2.1% | -2.5% | -0.7% |
| 3M | +5.7% | +29.0% | -23.2% | +3.4% |
| 6M | +11.9% | +48.6% | -36.7% | +7.8% |
| YTD | +26.4% | -2.9% | +29.4% | +25.9% |
| 1Y | +27.6% | -7.9% | +35.5% | +27.5% |
| 3Y | +54.9% | -46.5% | +101.5% | +59.5% |
| All | +63.4% | -72.5% | +135.9% | +62.4% |
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