+51.1%
EEM vs FRSH
-72.4%
+123.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | +2.0% | -9.6% | +11.5% | +2.9% |
| 30D | +5.1% | -0.4% | +5.5% | +5.0% |
| 3M | +4.6% | +27.2% | -22.6% | +1.5% |
| 6M | +17.8% | +42.2% | -24.4% | +12.6% |
| YTD | +25.8% | -2.6% | +28.4% | +25.0% |
| 1Y | +36.4% | -10.2% | +46.6% | +36.7% |
| 3Y | +90.0% | -45.5% | +135.5% | +97.5% |
| All | +51.1% | -72.4% | +123.5% | +50.9% |
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