+19.8%
NSC vs FRSH
-3.3%
+23.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.4% |
| 7D | -5.5% | -8.2% | +2.6% | -5.7% |
| 30D | -3.2% | +10.5% | -13.7% | -2.9% |
| 3M | +7.7% | +32.7% | -25.1% | +8.8% |
| 6M | +4.5% | +50.3% | -45.8% | +6.1% |
| YTD | +15.6% | +3.9% | +11.6% | +17.6% |
| 1Y | +19.8% | -2.2% | +22.0% | +22.5% |
| All | +19.8% | -3.3% | +23.2% | +22.5% |
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