+52.8%
NSC vs FRSH
-70.6%
+123.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.9% |
| 7D | -5.5% | -8.2% | +2.6% | -4.8% |
| 30D | -3.2% | +10.5% | -13.7% | -4.2% |
| 3M | +7.7% | +32.7% | -25.1% | +4.7% |
| 6M | +4.5% | +50.3% | -45.8% | +0.1% |
| YTD | +15.6% | +3.9% | +11.6% | +14.3% |
| 1Y | +19.8% | -2.2% | +22.0% | +19.2% |
| 3Y | +70.1% | -42.9% | +113.0% | +74.8% |
| All | +52.8% | -70.6% | +123.3% | +49.6% |
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