-65.8%
Z vs FRSH
-72.0%
+6.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -4.1% |
| 7D | -3.3% | -10.1% | +6.8% | +1.7% |
| 30D | -3.7% | +2.2% | -5.9% | -4.6% |
| 3M | -7.0% | +28.6% | -35.6% | -17.3% |
| 6M | -29.5% | +40.2% | -69.7% | -40.6% |
| YTD | -52.6% | -1.2% | -51.3% | -53.2% |
| 1Y | -64.0% | -7.9% | -56.1% | -63.4% |
| 3Y | -36.4% | -44.7% | +8.3% | -22.7% |
| All | -65.8% | -72.0% | +6.3% | -46.4% |
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 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