+601.3%
EME vs FRSH
-72.5%
+673.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.5% | -6.6% | +10.1% | +4.1% |
| 30D | -6.3% | +2.1% | -8.4% | -6.6% |
| 3M | -3.8% | +29.0% | -32.7% | -6.6% |
| 6M | +8.5% | +48.6% | -40.1% | +3.2% |
| YTD | +27.8% | -2.9% | +30.7% | +27.2% |
| 1Y | +22.2% | -7.9% | +30.1% | +22.3% |
| 3Y | +253.5% | -46.5% | +300.0% | +268.6% |
| All | +601.3% | -72.5% | +673.8% | +580.2% |
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