+33.9%
XLP vs FRSH
-72.4%
+106.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | -2.9% | -9.6% | +6.7% | -2.6% |
| 30D | -2.2% | -0.4% | -1.8% | -2.2% |
| 3M | -0.6% | +27.2% | -27.7% | -1.3% |
| 6M | -2.2% | +42.2% | -44.4% | -3.3% |
| YTD | +8.3% | -2.6% | +10.9% | +8.2% |
| 1Y | +5.7% | -10.2% | +15.9% | +6.0% |
| 3Y | +25.7% | -45.5% | +71.2% | +27.2% |
| All | +33.9% | -72.4% | +106.3% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling