-33.1%
EFX vs FRSH
-72.5%
+39.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -4.5% | -6.6% | +2.1% | -2.9% |
| 30D | -6.1% | +2.1% | -8.2% | -6.6% |
| 3M | +6.2% | +29.0% | -22.7% | -0.2% |
| 6M | -11.2% | +48.6% | -59.8% | -19.7% |
| YTD | -21.4% | -2.9% | -18.5% | -21.9% |
| 1Y | -34.3% | -7.9% | -26.4% | -34.1% |
| 3Y | -12.5% | -46.5% | +34.0% | -4.2% |
| All | -33.1% | -72.5% | +39.4% | -29.4% |
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