-46.5%
FRSH vs NTRS
+168.2%
-214.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -6.6% | +1.4% | -8.0% | -7.2% |
| 30D | +2.1% | -0.7% | +2.8% | +2.3% |
| 3M | +29.0% | +11.3% | +17.6% | +21.8% |
| 6M | +48.6% | +35.5% | +13.1% | +25.3% |
| YTD | -2.9% | +40.6% | -43.5% | -19.6% |
| 1Y | -7.9% | +49.2% | -57.1% | -26.4% |
| 3Y | -46.5% | +167.2% | -213.7% | -70.6% |
| All | -46.5% | +168.2% | -214.7% | -70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling