+278.7%
ELF vs FRSH
-70.6%
+349.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.7% | +6.8% | +3.3% |
| 7D | +5.4% | -8.2% | +13.5% | +7.6% |
| 30D | +27.0% | +10.5% | +16.5% | +23.4% |
| 3M | +113.2% | +32.7% | +80.5% | +97.3% |
| 6M | +36.6% | +50.3% | -13.7% | +21.0% |
| YTD | +44.2% | +3.9% | +40.3% | +39.6% |
| 1Y | -18.0% | -2.2% | -15.8% | -19.4% |
| 3Y | -19.9% | -42.9% | +23.0% | -12.4% |
| All | +278.7% | -70.6% | +349.3% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling