-75.0%
FRSH vs EFV
+98.8%
-173.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | -11.2% | -2.0% | -9.2% | -9.3% |
| 30D | -0.8% | -0.2% | -0.7% | -0.7% |
| 3M | +26.4% | +9.1% | +17.3% | +15.2% |
| 6M | +48.4% | +11.7% | +36.7% | +30.1% |
| YTD | -3.1% | +17.0% | -20.2% | -20.8% |
| 1Y | -8.7% | +26.7% | -35.4% | -32.5% |
| 3Y | -45.8% | +90.2% | -136.0% | -76.6% |
| All | -75.0% | +98.8% | -173.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling