+206.8%
NRG vs FRSH
-72.5%
+279.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.7% | -6.6% | +1.9% | -4.0% |
| 30D | -6.0% | +2.1% | -8.1% | -6.4% |
| 3M | -8.0% | +29.0% | -36.9% | -11.2% |
| 6M | -23.2% | +48.6% | -71.8% | -27.7% |
| YTD | -28.1% | -2.9% | -25.1% | -28.7% |
| 1Y | -27.3% | -7.9% | -19.4% | -27.5% |
| 3Y | +208.7% | -46.5% | +255.2% | +221.5% |
| All | +206.8% | -72.5% | +279.3% | +211.6% |
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