+230.6%
TER vs FRSH
-72.4%
+303.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.4% |
| 7D | +12.4% | -9.6% | +21.9% | +14.5% |
| 30D | +5.1% | -0.4% | +5.5% | +4.7% |
| 3M | +4.0% | +27.2% | -23.2% | -3.2% |
| 6M | +29.5% | +42.2% | -12.7% | +15.6% |
| YTD | +98.5% | -2.6% | +101.1% | +92.6% |
| 1Y | +234.1% | -10.2% | +244.3% | +231.0% |
| 3Y | +289.0% | -45.5% | +334.6% | +329.1% |
| All | +230.6% | -72.4% | +303.0% | +255.5% |
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