+47.8%
XLP vs FRSH
-72.5%
+120.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.2% |
| 7D | +2.3% | -16.0% | +18.4% | +2.8% |
| 30D | +9.1% | -14.7% | +23.8% | +9.6% |
| 3M | +7.9% | -0.8% | +8.7% | +7.8% |
| 6M | +9.6% | +34.5% | -24.9% | +8.5% |
| YTD | +19.4% | -3.0% | +22.5% | +19.4% |
| 1Y | +22.4% | +4.9% | +17.5% | +21.9% |
| 3Y | +43.2% | -31.9% | +75.1% | +43.7% |
| 5Y | +42.6% | -68.7% | +111.3% | +38.5% |
| All | +47.8% | -72.5% | +120.3% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling