+74.2%
XLF vs FRSH
-46.4%
+120.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -6.6% | +5.1% | -0.7% |
| 30D | -1.2% | +2.1% | -3.3% | -1.5% |
| 3M | +9.2% | +29.0% | -19.8% | +5.4% |
| 6M | +16.3% | +48.6% | -32.3% | +9.8% |
| YTD | +5.4% | -2.9% | +8.4% | +4.6% |
| 1Y | +7.6% | -7.9% | +15.5% | +7.3% |
| 3Y | +74.2% | -46.5% | +120.7% | +79.4% |
| All | +74.2% | -46.4% | +120.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling