+55.8%
EFA vs FRSH
-72.5%
+128.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -6.6% | +5.1% | -0.9% |
| 30D | -1.7% | +2.1% | -3.8% | -2.0% |
| 3M | +3.5% | +29.0% | -25.5% | +0.5% |
| 6M | +9.5% | +48.6% | -39.2% | +4.3% |
| YTD | +12.9% | -2.9% | +15.8% | +12.2% |
| 1Y | +18.2% | -7.9% | +26.1% | +18.1% |
| 3Y | +64.8% | -46.5% | +111.4% | +71.5% |
| All | +55.8% | -72.5% | +128.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling