+81.6%
ESI vs FRSH
-72.4%
+154.1%
-40.0%
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% | -0.9% |
| 7D | +3.9% | -9.6% | +13.5% | +5.6% |
| 30D | -3.8% | -0.4% | -3.4% | -4.0% |
| 3M | -13.1% | +27.2% | -40.3% | -17.6% |
| 6M | +11.3% | +42.2% | -30.9% | +2.5% |
| YTD | +44.1% | -2.6% | +46.7% | +42.0% |
| 1Y | +40.3% | -10.2% | +50.5% | +40.5% |
| 3Y | +84.1% | -45.5% | +129.6% | +96.8% |
| All | +81.6% | -72.4% | +154.1% | +72.1% |
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