-75.0%
FRSH vs ES
-0.2%
-74.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -11.2% | -3.5% | -7.7% | -10.5% |
| 30D | -0.8% | -3.0% | +2.2% | -0.2% |
| 3M | +26.4% | -0.3% | +26.7% | +26.5% |
| 6M | +48.4% | -5.2% | +53.5% | +49.9% |
| YTD | -3.1% | +4.8% | -7.9% | -4.9% |
| 1Y | -8.7% | +12.7% | -21.4% | -13.0% |
| 3Y | -45.8% | +27.5% | -73.3% | -51.7% |
| All | -75.0% | -0.2% | -74.8% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling