-0.4%
ECL vs FRSH
+49.8%
-50.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | 0.0% |
| 7D | -2.6% | -8.2% | +5.5% | -2.8% |
| 30D | -2.2% | +10.5% | -12.7% | -1.9% |
| 3M | +10.1% | +32.7% | -22.6% | +11.8% |
| All | -0.4% | +49.8% | -50.1% | +1.8% |
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