-24.5%
Z vs FRSH
+46.6%
-71.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | +0.2% |
| 7D | -3.0% | -8.2% | +5.2% | +1.1% |
| 30D | -4.2% | +10.5% | -14.7% | -8.5% |
| 3M | -3.7% | +32.7% | -36.4% | -14.9% |
| 6M | -24.5% | +50.3% | -74.8% | -37.7% |
| All | -24.5% | +46.6% | -71.1% | -37.7% |
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