+74.4%
EQX vs FRSH
-72.5%
+146.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.2% | -6.6% | +3.4% | -2.5% |
| 30D | +7.8% | +2.1% | +5.7% | +7.4% |
| 3M | +21.3% | +29.0% | -7.6% | +17.3% |
| 6M | -22.4% | +48.6% | -71.0% | -26.6% |
| YTD | -11.3% | -2.9% | -8.4% | -11.9% |
| 1Y | +13.5% | -7.9% | +21.4% | +13.4% |
| 3Y | +162.1% | -46.5% | +208.7% | +173.7% |
| All | +74.4% | -72.5% | +146.9% | +64.3% |
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