-93.2%
FRMI vs VSXY
+210.1%
-303.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +8.4% | -18.9% | -10.8% |
| 7D | -39.7% | +14.2% | -53.9% | -40.0% |
| 30D | -55.2% | +21.9% | -77.0% | -55.5% |
| 3M | -71.2% | +22.1% | -93.3% | -71.6% |
| 6M | -64.1% | +116.7% | -180.8% | -65.5% |
| YTD | -77.2% | +101.1% | -178.4% | -78.6% |
| 1Y | -93.2% | +208.0% | -301.2% | -94.6% |
| All | -93.2% | +210.1% | -303.3% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling