+170.3%
NEM vs FRSH
-72.4%
+242.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +3.1% | -9.6% | +12.6% | +3.3% |
| 30D | +10.0% | -0.4% | +10.4% | +10.0% |
| 3M | +30.9% | +27.2% | +3.7% | +30.0% |
| 6M | +10.5% | +42.2% | -31.7% | +9.3% |
| YTD | +29.7% | -2.6% | +32.3% | +29.9% |
| 1Y | +71.1% | -10.2% | +81.3% | +71.8% |
| 3Y | +252.1% | -45.5% | +297.6% | +257.5% |
| All | +170.3% | -72.4% | +242.7% | +160.0% |
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