+14.8%
FRSH vs NYT
+11.3%
+3.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.8% |
| 7D | -15.4% | -5.5% | -9.8% | -13.8% |
| 30D | -7.7% | +2.7% | -10.4% | -8.4% |
| 3M | +10.2% | +0.5% | +9.7% | +9.6% |
| 6M | +38.2% | -14.6% | +52.8% | +43.2% |
| YTD | +3.7% | -4.4% | +8.1% | +6.2% |
| 1Y | +14.8% | +15.2% | -0.4% | +14.9% |
| All | +14.8% | +11.3% | +3.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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