+70.3%
XLI vs FRSH
-46.4%
+116.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -1.7% | -6.6% | +4.9% | -1.1% |
| 30D | -7.3% | +2.1% | -9.4% | -7.6% |
| 3M | -1.3% | +29.0% | -30.3% | -4.1% |
| 6M | +2.2% | +48.6% | -46.4% | -2.7% |
| YTD | +11.7% | -2.9% | +14.6% | +12.0% |
| 1Y | +14.3% | -7.9% | +22.2% | +15.3% |
| 3Y | +70.3% | -46.5% | +116.9% | +81.0% |
| All | +70.3% | -46.4% | +116.7% | +81.0% |
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