+78.3%
NSC vs FRSH
-45.4%
+123.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.5% | 0.0% |
| 7D | -1.5% | -10.1% | +8.6% | -0.5% |
| 30D | -1.9% | +2.2% | -4.1% | -2.2% |
| 3M | +6.2% | +28.6% | -22.4% | +3.3% |
| 6M | +9.2% | +40.2% | -31.0% | +4.7% |
| YTD | +15.0% | -1.2% | +16.3% | +15.2% |
| 1Y | +21.1% | -7.9% | +29.0% | +22.4% |
| All | +78.3% | -45.4% | +123.7% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling