-64.0%
Z vs FRSH
-6.3%
-57.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -3.7% |
| 7D | -3.3% | -10.1% | +6.8% | +2.6% |
| 30D | -3.7% | +2.2% | -5.9% | -4.8% |
| 3M | -7.0% | +28.6% | -35.6% | -18.6% |
| 6M | -29.5% | +40.2% | -69.7% | -42.2% |
| YTD | -52.6% | -1.2% | -51.3% | -54.0% |
| 1Y | -64.0% | -7.9% | -56.1% | -64.8% |
| All | -64.0% | -6.3% | -57.7% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling