-26.1%
ELF vs FRSH
-46.2%
+20.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | -6.8% | -9.6% | +2.8% | -4.0% |
| 30D | +5.1% | -0.4% | +5.5% | +4.9% |
| 3M | +79.8% | +27.2% | +52.6% | +66.8% |
| 6M | +29.7% | +42.2% | -12.5% | +14.8% |
| YTD | +31.6% | -2.6% | +34.2% | +30.5% |
| 1Y | -27.9% | -10.2% | -17.7% | -26.6% |
| All | -26.1% | -46.2% | +20.1% | -13.8% |
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