-75.0%
FRSH vs NTRS
+107.4%
-182.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | -6.6% | +1.4% | -8.0% | -7.4% |
| 30D | +2.1% | -0.7% | +2.8% | +2.4% |
| 3M | +29.0% | +11.3% | +17.6% | +20.1% |
| 6M | +48.6% | +35.5% | +13.1% | +21.0% |
| YTD | -2.9% | +40.6% | -43.5% | -22.8% |
| 1Y | -7.9% | +49.2% | -57.1% | -29.8% |
| 3Y | -46.5% | +167.2% | -213.7% | -73.4% |
| All | -75.0% | +107.4% | -182.4% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling