+309.2%
ELF vs FRSH
-72.5%
+381.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +6.3% | -16.0% | +22.3% | +11.0% |
| 30D | +8.5% | -14.7% | +23.2% | +12.8% |
| 3M | +24.4% | -0.8% | +25.3% | +23.8% |
| 6M | +94.7% | +34.5% | +60.2% | +77.8% |
| YTD | +55.9% | -3.0% | +58.9% | +52.9% |
| 1Y | +48.4% | +4.9% | +43.6% | +42.1% |
| 3Y | +24.6% | -31.9% | +56.5% | +30.8% |
| 5Y | +285.0% | -68.7% | +353.7% | +307.4% |
| All | +309.2% | -72.5% | +381.8% | +332.7% |
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