+73.8%
EMR vs FRSH
-72.4%
+146.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +0.9% | -9.6% | +10.5% | +2.3% |
| 30D | -5.0% | -0.4% | -4.5% | -5.1% |
| 3M | +5.9% | +27.2% | -21.3% | +1.8% |
| 6M | +7.3% | +42.2% | -34.9% | +0.8% |
| YTD | +14.6% | -2.6% | +17.2% | +13.3% |
| 1Y | +15.6% | -10.2% | +25.8% | +15.6% |
| 3Y | +60.2% | -45.5% | +105.7% | +67.5% |
| All | +73.8% | -72.4% | +146.2% | +84.7% |
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