-68.7%
Z vs FRSH
-72.0%
+3.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -0.3% |
| 7D | -4.6% | -17.7% | +13.2% | +4.2% |
| 30D | +8.3% | -11.0% | +19.3% | +13.9% |
| 3M | -11.6% | +4.5% | -16.1% | -14.0% |
| 6M | -33.6% | +36.2% | -69.9% | -43.4% |
| YTD | -56.7% | -1.1% | -55.5% | -57.6% |
| 1Y | -59.1% | +11.6% | -70.7% | -62.2% |
| 3Y | -20.4% | -33.9% | +13.5% | -10.7% |
| 5Y | -55.3% | -68.4% | +13.1% | -43.3% |
| All | -68.7% | -72.0% | +3.3% | -51.4% |
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 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