+122.9%
NOK vs FRSH
-72.5%
+195.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | +11.0% | -6.6% | +17.6% | +11.8% |
| 30D | +7.8% | +2.1% | +5.7% | +7.3% |
| 3M | -21.0% | +29.0% | -50.0% | -24.2% |
| 6M | +40.9% | +48.6% | -7.7% | +31.9% |
| YTD | +72.0% | -2.9% | +75.0% | +70.5% |
| 1Y | +140.9% | -7.9% | +148.8% | +140.1% |
| 3Y | +194.3% | -46.5% | +240.8% | +210.1% |
| All | +122.9% | -72.5% | +195.4% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling