-68.3%
XYZ vs FRSH
-70.6%
+2.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +1.8% |
| 7D | -1.0% | -8.2% | +7.2% | +3.5% |
| 30D | -1.7% | +10.5% | -12.2% | -7.1% |
| 3M | +16.7% | +32.7% | -16.0% | -0.7% |
| 6M | +26.9% | +50.3% | -23.4% | -0.5% |
| YTD | +27.1% | +3.9% | +23.2% | +20.0% |
| 1Y | +9.3% | -2.2% | +11.4% | +5.8% |
| 3Y | +42.3% | -42.9% | +85.2% | +73.3% |
| All | -68.3% | -70.6% | +2.3% | -63.2% |
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