-83.1%
FRMI vs VSXY
+176.0%
-259.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.0% | +2.0% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -27.6% | -18.7% | -9.0% | -27.5% |
| 3M | -20.9% | -4.0% | -16.9% | -21.3% |
| 6M | -36.6% | +67.5% | -104.1% | -37.2% |
| YTD | -31.3% | +39.7% | -70.9% | -32.9% |
| All | -83.1% | +176.0% | -259.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling