-99.1%
NVD vs FRSH
-41.7%
-57.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.3% |
| 7D | +9.0% | -11.2% | +20.2% | +5.5% |
| 30D | -5.5% | -0.8% | -4.6% | -5.3% |
| 3M | -24.6% | +26.4% | -51.0% | -18.9% |
| 6M | -42.1% | +48.4% | -90.4% | -33.6% |
| YTD | -44.3% | -3.1% | -41.2% | -46.3% |
| 1Y | -54.2% | -8.7% | -45.5% | -56.8% |
| 3Y | -99.1% | -45.8% | -53.3% | -99.1% |
| All | -99.1% | -41.7% | -57.5% | -99.1% |
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