+147.5%
EWY vs FRSH
-72.6%
+220.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.1% |
| 7D | +1.2% | -11.2% | +12.4% | +2.4% |
| 30D | +9.3% | -0.8% | +10.1% | +9.2% |
| 3M | +2.4% | +26.4% | -24.0% | -0.9% |
| 6M | +40.3% | +48.4% | -8.1% | +32.6% |
| YTD | +88.0% | -3.1% | +91.1% | +86.6% |
| 1Y | +143.8% | -8.7% | +152.5% | +143.6% |
| 3Y | +217.8% | -45.8% | +263.6% | +232.4% |
| All | +147.5% | -72.6% | +220.1% | +146.2% |
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 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