+79.7%
VUG vs FRSH
-72.4%
+152.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.1% | -9.6% | +9.6% | +2.1% |
| 30D | -1.7% | -0.4% | -1.3% | -1.8% |
| 3M | +2.8% | +27.2% | -24.4% | -2.7% |
| 6M | +13.6% | +42.2% | -28.6% | +4.4% |
| YTD | +8.1% | -2.6% | +10.7% | +6.7% |
| 1Y | +13.1% | -10.2% | +23.2% | +13.2% |
| 3Y | +87.0% | -45.5% | +132.5% | +101.1% |
| All | +79.7% | -72.4% | +152.1% | +83.7% |
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 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