+21.4%
FRSH vs NTRS
+43.5%
-22.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -6.8% |
| 7D | -13.8% | +3.6% | -17.3% | -14.3% |
| 30D | +0.3% | +4.3% | -4.0% | -0.5% |
| 3M | +10.1% | -1.9% | +12.1% | +10.0% |
| 6M | +47.7% | +11.4% | +36.2% | +40.3% |
| YTD | +8.2% | +32.3% | -24.0% | -3.9% |
| 1Y | +21.4% | +42.5% | -21.1% | +5.1% |
| All | +21.4% | +43.5% | -22.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling