+39.4%
XLB vs FRSH
-72.6%
+112.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -3.5% | -11.2% | +7.6% | -2.3% |
| 30D | -4.7% | -0.8% | -3.8% | -4.7% |
| 3M | +2.7% | +26.4% | -23.7% | -0.4% |
| 6M | +2.6% | +48.4% | -45.8% | -2.8% |
| YTD | +12.8% | -3.1% | +15.9% | +12.2% |
| 1Y | +14.0% | -8.7% | +22.6% | +14.0% |
| 3Y | +31.5% | -45.8% | +77.3% | +37.3% |
| All | +39.4% | -72.6% | +112.0% | +38.3% |
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