+21.1%
UL vs FRSH
-72.4%
+93.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.6% |
| 7D | -3.2% | -9.6% | +6.3% | -3.0% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | +9.4% | +27.2% | -17.7% | +8.8% |
| 6M | -4.1% | +42.2% | -46.3% | -4.9% |
| YTD | -2.0% | -2.6% | +0.6% | -1.9% |
| 1Y | -9.0% | -10.2% | +1.2% | -8.8% |
| 3Y | +21.8% | -45.5% | +67.3% | +23.3% |
| All | +21.1% | -72.4% | +93.6% | +18.3% |
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