+307.4%
ELF vs FRSH
-70.7%
+378.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +4.6% | -3.0% | +0.3% |
| 30D | +9.1% | -7.5% | +16.6% | +11.0% |
| 3M | +28.2% | -0.1% | +28.2% | +27.3% |
| 6M | +119.5% | +54.5% | +65.0% | +93.1% |
| YTD | +55.2% | +3.4% | +51.7% | +49.6% |
| 1Y | +58.6% | +6.4% | +52.2% | +51.4% |
| 3Y | +21.3% | -26.3% | +47.5% | +24.7% |
| 5Y | +276.2% | -66.4% | +342.6% | +291.1% |
| All | +307.4% | -70.7% | +378.1% | +323.3% |
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