-35.7%
VG vs FRSH
-34.2%
-1.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.2% |
| 7D | +3.8% | -9.6% | +13.4% | +6.8% |
| 30D | +7.2% | -0.4% | +7.6% | +6.7% |
| 3M | +22.8% | +27.2% | -4.4% | +11.3% |
| 6M | +33.2% | +42.2% | -9.0% | +13.8% |
| YTD | +124.8% | -2.6% | +127.4% | +127.5% |
| 1Y | +15.8% | -10.2% | +26.0% | +22.7% |
| All | -35.7% | -34.2% | -1.4% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling