+6.9%
EMB vs FRSH
-72.5%
+79.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -1.2% | -6.6% | +5.4% | -0.8% |
| 30D | -1.3% | +2.1% | -3.4% | -1.4% |
| 3M | -1.8% | +29.0% | -30.7% | -3.3% |
| 6M | +0.2% | +48.6% | -48.4% | -2.3% |
| YTD | +0.4% | -2.9% | +3.3% | +0.1% |
| 1Y | +2.8% | -7.9% | +10.7% | +2.8% |
| 3Y | +29.1% | -46.5% | +75.7% | +31.8% |
| All | +6.9% | -72.5% | +79.4% | +5.5% |
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