-2.2%
FRSH vs NTRS
+47.2%
-49.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | -8.2% | +0.4% | -8.5% | -8.3% |
| 30D | +10.5% | +1.7% | +8.8% | +9.7% |
| 3M | +32.7% | +8.9% | +23.9% | +28.2% |
| 6M | +50.3% | +30.6% | +19.7% | +31.7% |
| YTD | +3.9% | +38.7% | -34.8% | -10.7% |
| 1Y | -2.2% | +48.1% | -50.2% | -19.7% |
| All | -2.2% | +47.2% | -49.3% | -19.7% |
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