-3.9%
ELF vs FRSH
+21.1%
-25.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.3% | +8.2% | +3.0% |
| 7D | -1.5% | -13.8% | +12.2% | +0.9% |
| 30D | +9.5% | +0.3% | +9.2% | +9.4% |
| 3M | +29.4% | +10.1% | +19.2% | +27.0% |
| 6M | +83.7% | +47.7% | +36.1% | +72.3% |
| YTD | +49.4% | +8.2% | +41.2% | +46.2% |
| 1Y | -3.9% | +21.4% | -25.4% | -21.1% |
| All | -3.9% | +21.1% | -25.0% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling