+69.3%
T vs FRSH
-72.6%
+141.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -2.4% | -11.2% | +8.7% | -2.1% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | +11.6% | +26.4% | -14.9% | +10.8% |
| 6M | -5.6% | +48.4% | -54.0% | -6.6% |
| YTD | +6.6% | -3.1% | +9.7% | +6.7% |
| 1Y | -8.4% | -8.7% | +0.3% | -8.1% |
| 3Y | +107.8% | -45.8% | +153.6% | +112.1% |
| All | +69.3% | -72.6% | +141.9% | +68.7% |
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