-63.4%
Z vs FRSH
-70.6%
+7.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | +0.1% |
| 7D | -3.0% | -8.2% | +5.2% | +0.9% |
| 30D | -4.2% | +10.5% | -14.7% | -8.6% |
| 3M | -3.7% | +32.7% | -36.4% | -15.8% |
| 6M | -24.5% | +50.3% | -74.8% | -38.4% |
| YTD | -49.3% | +3.9% | -53.2% | -51.2% |
| 1Y | -58.7% | -2.2% | -56.5% | -59.2% |
| 3Y | -34.1% | -42.9% | +8.8% | -21.3% |
| All | -63.4% | -70.6% | +7.2% | -44.1% |
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