-69.3%
XYZ vs FRSH
-72.0%
+2.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -0.6% |
| 7D | +2.9% | -10.1% | +13.0% | +8.6% |
| 30D | +1.4% | +2.2% | -0.8% | -0.2% |
| 3M | +14.6% | +28.6% | -14.0% | -1.0% |
| 6M | +20.8% | +40.2% | -19.4% | -1.8% |
| YTD | +23.1% | -1.2% | +24.3% | +19.3% |
| 1Y | +5.6% | -7.9% | +13.6% | +5.6% |
| 3Y | +50.9% | -44.7% | +95.7% | +86.8% |
| All | -69.3% | -72.0% | +2.7% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling