+115.0%
TER vs FRSH
-70.7%
+185.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +4.6% | +9.7% | +13.3% |
| 30D | -30.6% | -7.5% | -23.1% | -29.5% |
| 3M | -39.2% | -0.1% | -39.1% | -39.7% |
| 6M | -31.3% | +54.5% | -85.8% | -39.6% |
| YTD | +29.1% | +3.4% | +25.7% | +23.2% |
| 1Y | +47.4% | +6.4% | +41.1% | +39.3% |
| 3Y | +191.2% | -26.3% | +217.5% | +195.5% |
| 5Y | +74.0% | -66.4% | +140.4% | +81.9% |
| All | +115.0% | -70.7% | +185.7% | +127.4% |
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