+74.4%
ED vs FRSH
-72.4%
+146.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -0.2% | -9.6% | +9.4% | -0.3% |
| 30D | +1.9% | -0.4% | +2.4% | +2.0% |
| 3M | +1.9% | +27.2% | -25.3% | +2.4% |
| 6M | -2.3% | +42.2% | -44.4% | -1.5% |
| YTD | +10.9% | -2.6% | +13.5% | +11.3% |
| 1Y | +14.5% | -10.2% | +24.7% | +14.8% |
| 3Y | +33.4% | -45.5% | +78.9% | +33.9% |
| All | +74.4% | -72.4% | +146.8% | +68.6% |
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