-1.8%
XRT vs FRSH
-72.0%
+70.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.8% | -1.1% |
| 7D | -0.3% | -10.1% | +9.8% | +2.0% |
| 30D | -5.6% | +2.2% | -7.8% | -6.3% |
| 3M | +2.5% | +28.6% | -26.0% | -3.6% |
| 6M | +3.7% | +40.2% | -36.5% | -5.2% |
| YTD | +1.0% | -1.2% | +2.2% | -0.9% |
| 1Y | -1.2% | -7.9% | +6.7% | -1.6% |
| 3Y | +43.4% | -44.7% | +88.1% | +55.0% |
| All | -1.8% | -72.0% | +70.2% | -4.4% |
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