+21.8%
ELF vs FRSH
-31.6%
+53.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +6.3% | -16.0% | +22.3% | +11.6% |
| 30D | +8.5% | -14.7% | +23.2% | +13.3% |
| 3M | +24.4% | -0.8% | +25.3% | +23.6% |
| 6M | +94.7% | +34.5% | +60.2% | +75.2% |
| YTD | +55.9% | -3.0% | +58.9% | +54.0% |
| 1Y | +48.4% | +4.9% | +43.6% | +41.8% |
| All | +21.8% | -31.6% | +53.5% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling