-46.5%
FRSH vs NWSA
+43.3%
-89.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -6.6% | -2.8% | -3.8% | -4.6% |
| 30D | +2.1% | +3.0% | -0.9% | +0.1% |
| 3M | +29.0% | +12.3% | +16.6% | +18.4% |
| 6M | +48.6% | +21.9% | +26.8% | +27.6% |
| YTD | -2.9% | +13.6% | -16.5% | -11.8% |
| 1Y | -7.9% | +0.5% | -8.4% | -8.7% |
| 3Y | -46.5% | +43.8% | -90.3% | -61.5% |
| All | -46.5% | +43.3% | -89.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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