-69.6%
XYZ vs FRSH
-72.4%
+2.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.1% |
| 7D | -3.7% | -9.6% | +5.8% | +1.4% |
| 30D | +0.5% | -0.4% | +0.9% | +0.4% |
| 3M | +16.3% | +27.2% | -10.9% | +1.0% |
| 6M | +21.1% | +42.2% | -21.0% | -2.2% |
| YTD | +22.0% | -2.6% | +24.6% | +19.1% |
| 1Y | +5.2% | -10.2% | +15.3% | +6.6% |
| 3Y | +49.6% | -45.5% | +95.1% | +86.6% |
| All | -69.6% | -72.4% | +2.8% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling