+247.9%
ET vs FRSH
-72.4%
+320.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | +0.6% | -9.6% | +10.2% | +1.5% |
| 30D | +5.3% | -0.4% | +5.7% | +5.2% |
| 3M | +15.6% | +27.2% | -11.5% | +12.8% |
| 6M | +20.6% | +42.2% | -21.6% | +16.1% |
| YTD | +38.5% | -2.6% | +41.1% | +37.8% |
| 1Y | +35.7% | -10.2% | +45.9% | +35.9% |
| 3Y | +98.4% | -45.5% | +143.9% | +104.4% |
| All | +247.9% | -72.4% | +320.3% | +251.1% |
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