+79.8%
ESI vs FRSH
-46.5%
+126.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -2.3% | -11.2% | +8.8% | -0.6% |
| 30D | -9.0% | -0.8% | -8.2% | -9.2% |
| 3M | -13.3% | +26.4% | -39.7% | -17.5% |
| 6M | +5.3% | +48.4% | -43.1% | -4.0% |
| YTD | +37.6% | -3.1% | +40.7% | +37.8% |
| 1Y | +33.6% | -8.7% | +42.3% | +35.5% |
| All | +79.8% | -46.5% | +126.3% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling