-83.0%
FRMI vs VSXY
+176.2%
-259.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.4% | -3.1% |
| 7D | +15.9% | -10.7% | +26.7% | +16.0% |
| 30D | -6.0% | -24.3% | +18.3% | -5.9% |
| 3M | -1.6% | +1.0% | -2.6% | -2.1% |
| 6M | -30.7% | +57.4% | -88.1% | -31.6% |
| YTD | -30.9% | +39.8% | -70.7% | -32.6% |
| All | -83.0% | +176.2% | -259.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling