+35.8%
XLV vs FRSH
-72.5%
+108.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -3.6% | -6.6% | +3.0% | -3.1% |
| 30D | -1.8% | +2.1% | -3.9% | -2.0% |
| 3M | +7.8% | +29.0% | -21.2% | +5.6% |
| 6M | +9.1% | +48.6% | -39.5% | +5.5% |
| YTD | +7.7% | -2.9% | +10.7% | +7.4% |
| 1Y | +20.4% | -7.9% | +28.3% | +20.4% |
| 3Y | +30.8% | -46.5% | +77.3% | +34.3% |
| All | +35.8% | -72.5% | +108.3% | +39.8% |
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 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