+20.1%
W vs FRSH
-3.3%
+23.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.7% | +7.2% | +3.5% |
| 7D | -4.2% | -8.2% | +4.0% | -2.5% |
| 30D | -7.6% | +10.5% | -18.1% | -9.7% |
| 3M | +37.2% | +32.7% | +4.4% | +30.0% |
| 6M | +26.3% | +50.3% | -24.0% | +17.0% |
| YTD | -1.0% | +3.9% | -4.9% | -12.2% |
| 1Y | +20.1% | -2.2% | +22.2% | +2.9% |
| All | +20.1% | -3.3% | +23.4% | +2.9% |
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 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