+572.3%
EME vs FRSH
-72.6%
+644.8%
-36.2%
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% | -0.7% |
| 7D | +0.9% | -11.2% | +12.1% | +2.0% |
| 30D | -8.4% | -0.8% | -7.6% | -8.5% |
| 3M | -3.6% | +26.4% | -30.0% | -6.3% |
| 6M | +3.6% | +48.4% | -44.8% | -1.5% |
| YTD | +22.5% | -3.1% | +25.6% | +21.9% |
| 1Y | +18.2% | -8.7% | +26.9% | +18.4% |
| 3Y | +238.4% | -45.8% | +284.2% | +252.4% |
| All | +572.3% | -72.6% | +644.8% | +552.1% |
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