+6.9%
EMB vs FRSH
-72.6%
+79.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.1% | -11.2% | +10.1% | -0.5% |
| 30D | -1.1% | -0.8% | -0.2% | -1.1% |
| 3M | -0.8% | +26.4% | -27.2% | -2.2% |
| 6M | -0.1% | +48.4% | -48.4% | -2.5% |
| YTD | +0.4% | -3.1% | +3.5% | +0.2% |
| 1Y | +3.3% | -8.7% | +12.0% | +3.3% |
| 3Y | +29.0% | -45.8% | +74.8% | +31.6% |
| All | +6.9% | -72.6% | +79.5% | +5.6% |
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 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