-51.2%
NRG vs FRSH
+21.2%
-72.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -6.3% | -7.2% | -14.3% |
| 7D | -13.7% | -13.8% | +0.1% | -15.6% |
| 30D | -13.6% | +0.3% | -13.9% | -13.4% |
| 3M | -28.5% | +10.1% | -38.6% | -27.0% |
| 6M | -45.8% | +47.7% | -93.4% | -42.6% |
| YTD | -46.9% | +8.2% | -55.2% | -45.2% |
| All | -51.2% | +21.2% | -72.4% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling