+36.6%
ELF vs FRSH
+46.6%
-10.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.8% | +2.7% |
| 7D | +5.4% | -8.2% | +13.5% | +6.6% |
| 30D | +27.0% | +10.5% | +16.5% | +25.0% |
| 3M | +113.2% | +32.7% | +80.5% | +105.9% |
| 6M | +36.6% | +50.3% | -13.7% | +33.6% |
| All | +36.6% | +46.6% | -10.0% | +33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling