+230.7%
ELF vs FRSH
-72.6%
+303.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | -10.8% | -11.2% | +0.3% | -8.1% |
| 30D | +0.8% | -0.8% | +1.6% | +0.8% |
| 3M | +64.8% | +26.4% | +38.4% | +54.5% |
| 6M | +19.0% | +48.4% | -29.4% | +5.8% |
| YTD | +25.9% | -3.1% | +29.0% | +24.2% |
| 1Y | -28.8% | -8.7% | -20.1% | -28.7% |
| 3Y | -29.6% | -45.8% | +16.2% | -21.8% |
| All | +230.7% | -72.6% | +303.2% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling