+43.4%
XLK vs FRSH
-3.3%
+46.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +0.9% |
| 7D | +0.9% | -8.2% | +9.0% | +1.3% |
| 30D | +0.7% | +10.5% | -9.8% | +0.2% |
| 3M | -2.9% | +32.7% | -35.7% | -4.8% |
| 6M | +34.3% | +50.3% | -16.0% | +29.4% |
| YTD | +30.4% | +3.9% | +26.5% | +32.9% |
| 1Y | +43.4% | -2.2% | +45.5% | +45.7% |
| All | +43.4% | -3.3% | +46.7% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling