+49.9%
NSC vs FRSH
-72.4%
+122.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -2.0% | -9.6% | +7.5% | -1.2% |
| 30D | -3.2% | -0.4% | -2.8% | -3.2% |
| 3M | +3.9% | +27.2% | -23.3% | +1.4% |
| 6M | +7.8% | +42.2% | -34.4% | +3.7% |
| YTD | +13.4% | -2.6% | +16.0% | +12.8% |
| 1Y | +20.3% | -10.2% | +30.5% | +20.6% |
| 3Y | +76.1% | -45.5% | +121.6% | +81.7% |
| All | +49.9% | -72.4% | +122.3% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling