-68.0%
U vs FRSH
-72.0%
+4.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.6% | +6.0% |
| 7D | +4.5% | -10.1% | +14.6% | +12.1% |
| 30D | -0.6% | +2.2% | -2.8% | -3.2% |
| 3M | +48.4% | +28.6% | +19.9% | +21.8% |
| 6M | +115.4% | +40.2% | +75.2% | +63.5% |
| YTD | -3.2% | -1.2% | -2.0% | -5.1% |
| 1Y | -6.0% | -7.9% | +1.9% | -3.4% |
| 3Y | +13.5% | -44.7% | +58.2% | +57.7% |
| All | -68.0% | -72.0% | +4.0% | -56.4% |
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