-67.6%
XYZ vs FRSH
-70.7%
+3.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +4.6% | -5.7% | -3.5% |
| 30D | +11.5% | -7.5% | +19.0% | +14.6% |
| 3M | +1.8% | -0.1% | +1.9% | -0.3% |
| 6M | +21.2% | +54.5% | -33.3% | -7.4% |
| YTD | +29.9% | +3.4% | +26.5% | +20.7% |
| 1Y | +35.8% | +6.4% | +29.4% | +23.7% |
| 3Y | +62.6% | -26.3% | +88.8% | +67.1% |
| 5Y | -62.8% | -66.4% | +3.6% | -57.5% |
| All | -67.6% | -70.7% | +3.1% | -62.9% |
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