+49.2%
XLU vs FRSH
-72.5%
+121.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -6.6% | +5.0% | -1.4% |
| 30D | -3.3% | +2.1% | -5.4% | -3.4% |
| 3M | -3.2% | +29.0% | -32.1% | -4.0% |
| 6M | -7.0% | +48.6% | -55.6% | -8.4% |
| YTD | +0.6% | -2.9% | +3.6% | +0.6% |
| 1Y | +2.4% | -7.9% | +10.3% | +2.6% |
| 3Y | +46.3% | -46.5% | +92.8% | +48.8% |
| All | +49.2% | -72.5% | +121.7% | +46.9% |
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