-67.1%
U vs FRSH
-72.5%
+5.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | -6.6% | +12.1% | +10.4% |
| 30D | -1.3% | +2.1% | -3.4% | -3.7% |
| 3M | +64.6% | +29.0% | +35.6% | +34.8% |
| 6M | +119.4% | +48.6% | +70.7% | +60.1% |
| YTD | -0.5% | -2.9% | +2.5% | -1.3% |
| 1Y | +1.3% | -7.9% | +9.2% | +4.0% |
| 3Y | +15.6% | -46.5% | +62.1% | +64.5% |
| All | -67.1% | -72.5% | +5.4% | -54.6% |
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