-33.6%
Z vs FRSH
+59.1%
-92.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -0.3% |
| 7D | -4.6% | -17.7% | +13.2% | +4.1% |
| 30D | +8.3% | -11.0% | +19.3% | +13.3% |
| 3M | -11.6% | +4.5% | -16.1% | -14.9% |
| 6M | -33.6% | +36.2% | -69.9% | -42.6% |
| All | -33.6% | +59.1% | -92.8% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling