+260.2%
ELF vs FRSH
-72.0%
+332.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | +0.1% | -3.6% |
| 7D | -1.2% | -10.1% | +8.9% | +1.6% |
| 30D | +5.9% | +2.2% | +3.7% | +5.0% |
| 3M | +99.5% | +28.6% | +70.9% | +86.2% |
| 6M | +26.5% | +40.2% | -13.7% | +14.2% |
| YTD | +37.2% | -1.2% | +38.4% | +34.6% |
| 1Y | -24.4% | -7.9% | -16.5% | -24.5% |
| 3Y | -23.3% | -44.7% | +21.4% | -15.3% |
| All | +260.2% | -72.0% | +332.2% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling