-75.0%
FRSH vs EFV
+101.0%
-176.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.9% |
| 7D | -6.6% | -0.8% | -5.8% | -5.8% |
| 30D | +2.1% | +0.6% | +1.5% | +1.4% |
| 3M | +29.0% | +7.5% | +21.4% | +19.4% |
| 6M | +48.6% | +13.0% | +35.6% | +28.8% |
| YTD | -2.9% | +18.3% | -21.3% | -21.6% |
| 1Y | -7.9% | +26.7% | -34.6% | -31.8% |
| 3Y | -46.5% | +89.6% | -136.1% | -76.8% |
| All | -75.0% | +101.0% | -176.0% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling