-67.1%
EL vs FRSH
-72.5%
+5.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -6.5% | -6.6% | +0.1% | -5.0% |
| 30D | +11.1% | +2.1% | +9.0% | +10.4% |
| 3M | +10.7% | +29.0% | -18.2% | +4.0% |
| 6M | +6.9% | +48.6% | -41.8% | -3.5% |
| YTD | -6.3% | -2.9% | -3.4% | -7.4% |
| 1Y | +13.5% | -7.9% | +21.4% | +13.4% |
| 3Y | -33.1% | -46.5% | +13.5% | -27.0% |
| All | -67.1% | -72.5% | +5.4% | -67.1% |
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