-7.9%
FRSH vs NYT
+17.8%
-25.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -6.6% | -0.6% | -6.0% | -6.4% |
| 30D | +2.1% | +4.6% | -2.5% | +0.4% |
| 3M | +29.0% | -9.6% | +38.5% | +32.7% |
| 6M | +48.6% | -14.0% | +62.6% | +53.6% |
| YTD | -2.9% | -2.8% | -0.1% | -1.3% |
| 1Y | -7.9% | +15.6% | -23.5% | -11.2% |
| All | -7.9% | +17.8% | -25.7% | -11.2% |
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