-33.4%
EFX vs FRSH
-72.6%
+39.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -11.1% | -11.2% | 0.0% | -8.4% |
| 30D | -7.4% | -0.8% | -6.5% | -7.2% |
| 3M | +1.5% | +26.4% | -24.9% | -4.1% |
| 6M | -13.7% | +48.4% | -62.1% | -21.9% |
| YTD | -21.9% | -3.1% | -18.8% | -22.3% |
| 1Y | -30.8% | -8.7% | -22.1% | -30.4% |
| 3Y | -12.4% | -45.8% | +33.4% | -4.3% |
| All | -33.4% | -72.6% | +39.1% | -29.8% |
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 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