+91.5%
USB vs FRSH
-36.3%
+127.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.2% |
| 7D | 0.0% | -17.7% | +17.7% | +2.8% |
| 30D | +5.8% | -11.0% | +16.8% | +7.4% |
| 3M | -6.0% | +4.5% | -10.4% | -7.2% |
| 6M | +7.8% | +36.2% | -28.5% | +1.2% |
| YTD | +14.6% | -1.1% | +15.7% | +13.0% |
| 1Y | +31.8% | +11.6% | +20.2% | +26.7% |
| 3Y | +91.5% | -33.9% | +125.4% | +95.9% |
| All | +91.5% | -36.3% | +127.9% | +95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling