+45.4%
NU vs FRSH
-58.5%
+103.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.2% | -11.2% | +6.9% | +0.5% |
| 30D | +10.0% | -0.8% | +10.9% | +9.7% |
| 3M | +29.3% | +26.4% | +2.8% | +14.8% |
| 6M | +0.9% | +48.4% | -47.4% | -17.7% |
| YTD | -10.3% | -3.1% | -7.2% | -13.5% |
| 1Y | -3.2% | -8.7% | +5.5% | -4.6% |
| 3Y | +120.6% | -45.8% | +166.4% | +160.3% |
| All | +45.4% | -58.5% | +103.9% | +58.9% |
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