+52.8%
ECL vs FRSH
-46.2%
+99.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -2.7% | -9.6% | +6.8% | -2.2% |
| 30D | -4.3% | -0.4% | -3.9% | -4.3% |
| 3M | +3.2% | +27.2% | -24.0% | +1.8% |
| 6M | -2.9% | +42.2% | -45.1% | -5.1% |
| YTD | +4.3% | -2.6% | +6.9% | +4.8% |
| 1Y | +1.6% | -10.2% | +11.8% | +2.7% |
| All | +52.8% | -46.2% | +99.0% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling