-46.3%
FRSH vs ES
+30.3%
-76.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -9.6% | 0.0% | -9.6% | -9.5% |
| 30D | -0.4% | -1.0% | +0.6% | -0.2% |
| 3M | +27.2% | +1.5% | +25.7% | +26.9% |
| 6M | +42.2% | -3.5% | +45.7% | +43.2% |
| YTD | -2.6% | +7.0% | -9.6% | -4.5% |
| 1Y | -10.2% | +15.3% | -25.5% | -14.4% |
| All | -46.3% | +30.3% | -76.6% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling