-12.5%
EFX vs FRSH
-46.4%
+33.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | -6.6% | +2.1% | -2.5% |
| 30D | -6.1% | +2.1% | -8.2% | -6.7% |
| 3M | +6.2% | +29.0% | -22.7% | -1.4% |
| 6M | -11.2% | +48.6% | -59.8% | -21.2% |
| YTD | -21.4% | -2.9% | -18.5% | -22.4% |
| 1Y | -34.3% | -7.9% | -26.4% | -34.4% |
| 3Y | -12.5% | -46.5% | +34.0% | -3.8% |
| All | -12.5% | -46.4% | +33.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling