+227.1%
TER vs FRSH
-72.5%
+299.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | -6.6% | +13.0% | +7.8% |
| 30D | -5.7% | +2.1% | -7.8% | -6.6% |
| 3M | -0.4% | +29.0% | -29.4% | -7.5% |
| 6M | +25.8% | +48.6% | -22.8% | +11.1% |
| YTD | +96.4% | -2.9% | +99.3% | +90.7% |
| 1Y | +229.2% | -7.9% | +237.1% | +223.8% |
| 3Y | +288.1% | -46.5% | +334.6% | +330.3% |
| All | +227.1% | -72.5% | +299.6% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling