-64.5%
W vs FRSH
-72.5%
+8.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.9% | -6.6% | +5.7% | +2.8% |
| 30D | -4.2% | +2.1% | -6.3% | -6.2% |
| 3M | +26.9% | +29.0% | -2.1% | +8.7% |
| 6M | +31.2% | +48.6% | -17.4% | +1.7% |
| YTD | -1.8% | -2.9% | +1.1% | -5.6% |
| 1Y | +9.3% | -7.9% | +17.2% | +7.0% |
| 3Y | +33.2% | -46.5% | +79.7% | +70.5% |
| All | -64.5% | -72.5% | +8.0% | -58.0% |
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