-65.5%
EL vs FRSH
-72.0%
+6.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.9% | -1.0% |
| 7D | +1.7% | -10.1% | +11.8% | +4.1% |
| 30D | +15.5% | +2.2% | +13.3% | +14.7% |
| 3M | +20.6% | +28.6% | -8.0% | +13.3% |
| 6M | +10.5% | +40.2% | -29.7% | +1.0% |
| YTD | -1.9% | -1.2% | -0.7% | -3.4% |
| 1Y | +16.1% | -7.9% | +24.0% | +16.0% |
| 3Y | -30.2% | -44.7% | +14.5% | -24.5% |
| All | -65.5% | -72.0% | +6.5% | -65.7% |
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