-64.0%
W vs FRSH
-72.0%
+8.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.5% | +3.3% |
| 7D | +6.5% | -10.1% | +16.6% | +12.6% |
| 30D | -6.2% | +2.2% | -8.4% | -8.2% |
| 3M | +48.9% | +28.6% | +20.3% | +27.5% |
| 6M | +31.2% | +40.2% | -9.0% | +5.0% |
| YTD | -0.4% | -1.2% | +0.8% | -5.2% |
| 1Y | +14.8% | -7.9% | +22.7% | +12.4% |
| 3Y | +40.5% | -44.7% | +85.3% | +76.4% |
| All | -64.0% | -72.0% | +8.0% | -57.8% |
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