-75.0%
FRSH vs NTR
+44.6%
-119.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | +2.1% | +16.8% | -14.7% | -0.9% |
| 3M | +29.0% | +20.7% | +8.2% | +24.0% |
| 6M | +48.6% | +0.5% | +48.1% | +47.6% |
| YTD | -2.9% | +29.2% | -32.1% | -9.4% |
| 1Y | -7.9% | +39.6% | -47.5% | -16.0% |
| 3Y | -46.5% | +37.9% | -84.4% | -51.9% |
| All | -75.0% | +44.6% | -119.6% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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