+54.2%
EFA vs FRSH
-72.6%
+126.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | -11.2% | +8.8% | -1.2% |
| 30D | -2.2% | -0.8% | -1.4% | -2.3% |
| 3M | +5.7% | +26.4% | -20.7% | +2.8% |
| 6M | +8.2% | +48.4% | -40.2% | +3.1% |
| YTD | +11.8% | -3.1% | +14.9% | +11.2% |
| 1Y | +18.3% | -8.7% | +27.0% | +18.3% |
| 3Y | +64.9% | -45.8% | +110.7% | +71.3% |
| All | +54.2% | -72.6% | +126.8% | +52.7% |
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