-9.3%
UL vs FRSH
-3.3%
-5.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.7% | -0.1% |
| 7D | -1.3% | -8.2% | +6.8% | -1.4% |
| 30D | +0.5% | +10.5% | -10.0% | +0.6% |
| 3M | +17.6% | +32.7% | -15.1% | +18.5% |
| 6M | -5.4% | +50.3% | -55.7% | -3.7% |
| YTD | +0.7% | +3.9% | -3.2% | +1.4% |
| 1Y | -9.3% | -2.2% | -7.1% | -9.4% |
| All | -9.3% | -3.3% | -5.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling