-22.8%
NOW vs FRSH
-70.7%
+47.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.3% | +4.6% | -4.3% | -1.9% |
| 30D | -27.0% | -7.5% | -19.5% | -24.2% |
| 3M | -19.6% | -0.1% | -19.6% | -19.2% |
| 6M | +17.5% | +54.5% | -37.1% | -1.2% |
| YTD | -33.3% | +3.4% | -36.7% | -34.0% |
| 1Y | -39.8% | +6.4% | -46.2% | -41.1% |
| 3Y | -19.9% | -26.3% | +6.3% | -14.6% |
| 5Y | -26.1% | -66.4% | +40.4% | -14.3% |
| All | -22.8% | -70.7% | +47.9% | -8.6% |
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