-84.3%
FRMI vs VSXY
+175.7%
-259.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.6% | +2.7% | +5.3% |
| 7D | +2.4% | -14.0% | +16.4% | +2.5% |
| 30D | -17.3% | -15.9% | -1.4% | -17.5% |
| 3M | -17.2% | +3.4% | -20.5% | -17.6% |
| 6M | -43.4% | +25.9% | -69.3% | -45.2% |
| YTD | -36.0% | +39.5% | -75.5% | -37.6% |
| All | -84.3% | +175.7% | -259.9% | -82.2% |
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