+164.3%
EWY vs FRSH
-3.3%
+167.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.7% | +9.3% | +3.7% |
| 7D | +4.8% | -8.2% | +13.0% | +3.3% |
| 30D | +11.7% | +10.5% | +1.2% | +13.9% |
| 3M | -7.4% | +32.7% | -40.1% | -2.5% |
| 6M | +40.6% | +50.3% | -9.7% | +49.9% |
| YTD | +94.3% | +3.9% | +90.4% | +106.6% |
| 1Y | +164.3% | -2.2% | +166.4% | +180.2% |
| All | +164.3% | -3.3% | +167.6% | +180.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling