+15.1%
NEE vs FRSH
-72.6%
+87.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.9% | -11.2% | +9.2% | -1.4% |
| 30D | -3.1% | -0.8% | -2.3% | -3.1% |
| 3M | -2.4% | +26.4% | -28.8% | -3.8% |
| 6M | -8.6% | +48.4% | -57.0% | -11.0% |
| YTD | +4.9% | -3.1% | +8.0% | +4.9% |
| 1Y | +19.4% | -8.7% | +28.1% | +19.8% |
| 3Y | +34.9% | -45.8% | +80.7% | +39.3% |
| All | +15.1% | -72.6% | +87.7% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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