+48.5%
NSC vs FRSH
-72.5%
+121.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.8% | -6.6% | +3.8% | -2.2% |
| 30D | -4.5% | +2.1% | -6.6% | -4.8% |
| 3M | +3.5% | +29.0% | -25.4% | +0.9% |
| 6M | +8.5% | +48.6% | -40.1% | +3.9% |
| YTD | +12.3% | -2.9% | +15.3% | +11.8% |
| 1Y | +18.9% | -7.9% | +26.8% | +18.9% |
| 3Y | +74.1% | -46.5% | +120.7% | +80.0% |
| All | +48.5% | -72.5% | +121.0% | +46.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling