+27.1%
XLP vs FRSH
-48.3%
+75.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -0.6% |
| 7D | -1.4% | -10.1% | +8.7% | -1.2% |
| 30D | -1.3% | +2.2% | -3.5% | -1.3% |
| 3M | +1.8% | +28.6% | -26.7% | +1.5% |
| 6M | -0.8% | +40.2% | -41.0% | -1.3% |
| YTD | +9.5% | -1.2% | +10.7% | +10.0% |
| 1Y | +7.2% | -7.9% | +15.1% | +7.8% |
| 3Y | +27.1% | -44.7% | +71.9% | +28.7% |
| All | +27.1% | -48.3% | +75.5% | +28.7% |
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 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