-55.9%
W vs FRSH
-66.7%
+10.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +4.6% | -4.5% | -2.5% |
| 30D | +6.8% | -7.5% | +14.3% | +10.7% |
| 3M | +10.7% | -0.1% | +10.7% | +8.8% |
| 6M | +86.3% | +54.5% | +31.8% | +38.7% |
| YTD | +11.5% | +3.4% | +8.0% | +1.8% |
| 1Y | +5.1% | +6.4% | -1.3% | -6.6% |
| 3Y | +171.0% | -26.3% | +197.2% | +177.6% |
| All | -55.9% | -66.7% | +10.8% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling