+211.1%
XLE vs FRSH
-70.6%
+281.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.6% |
| 7D | +2.2% | -8.2% | +10.4% | +2.7% |
| 30D | +11.8% | +10.5% | +1.3% | +11.0% |
| 3M | +9.8% | +32.7% | -22.9% | +7.6% |
| 6M | +15.6% | +50.3% | -34.7% | +12.1% |
| YTD | +45.3% | +3.9% | +41.3% | +44.1% |
| 1Y | +48.3% | -2.2% | +50.5% | +47.7% |
| 3Y | +55.4% | -42.9% | +98.4% | +57.9% |
| All | +211.1% | -70.6% | +281.7% | +207.3% |
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 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