+28.9%
XLY vs FRSH
-72.5%
+101.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -6.6% | +4.9% | -0.3% |
| 30D | -4.2% | +2.1% | -6.3% | -4.8% |
| 3M | -2.7% | +29.0% | -31.6% | -8.3% |
| 6M | -0.6% | +48.6% | -49.3% | -9.9% |
| YTD | -5.0% | -2.9% | -2.1% | -6.2% |
| 1Y | -4.1% | -7.9% | +3.8% | -4.4% |
| 3Y | +33.6% | -46.5% | +80.1% | +44.9% |
| All | +28.9% | -72.5% | +101.4% | +27.2% |
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