+39.9%
XLB vs FRSH
-72.5%
+112.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.8% | -6.6% | +3.8% | -2.1% |
| 30D | -3.1% | +2.1% | -5.2% | -3.5% |
| 3M | -0.2% | +29.0% | -29.1% | -3.4% |
| 6M | +3.1% | +48.6% | -45.6% | -2.4% |
| YTD | +13.3% | -2.9% | +16.2% | +12.6% |
| 1Y | +12.0% | -7.9% | +19.9% | +11.9% |
| 3Y | +31.4% | -46.5% | +77.9% | +37.4% |
| All | +39.9% | -72.5% | +112.4% | +38.8% |
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 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