+75.9%
EMR vs FRSH
-72.5%
+148.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.4% | -6.6% | +6.2% | +0.5% |
| 30D | -6.8% | +2.1% | -8.9% | -7.2% |
| 3M | +7.5% | +29.0% | -21.5% | +3.1% |
| 6M | +9.9% | +48.6% | -38.8% | +2.5% |
| YTD | +16.0% | -2.9% | +18.9% | +14.7% |
| 1Y | +12.4% | -7.9% | +20.3% | +11.9% |
| 3Y | +60.2% | -46.5% | +106.8% | +67.9% |
| All | +75.9% | -72.5% | +148.4% | +87.0% |
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