+170.4%
NXT vs FRSH
-29.7%
+200.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | -0.2% | -9.6% | +9.3% | +1.1% |
| 30D | -20.0% | -0.4% | -19.5% | -20.1% |
| 3M | -30.9% | +27.2% | -58.1% | -34.0% |
| 6M | -23.8% | +42.2% | -66.0% | -29.4% |
| YTD | -5.4% | -2.6% | -2.8% | -4.9% |
| 1Y | +28.0% | -10.2% | +38.2% | +31.2% |
| 3Y | +93.3% | -45.5% | +138.8% | +120.4% |
| All | +170.4% | -29.7% | +200.1% | +168.4% |
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