-2.2%
FRSH vs VSXY
+224.6%
-226.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -4.7% |
| 7D | -8.2% | -14.0% | +5.8% | -8.2% |
| 30D | +10.5% | -15.9% | +26.4% | +10.5% |
| 3M | +32.7% | +3.4% | +29.3% | +32.9% |
| 6M | +50.3% | +25.9% | +24.4% | +51.9% |
| YTD | +3.9% | +39.5% | -35.6% | +4.7% |
| 1Y | -2.2% | +194.4% | -196.5% | -2.8% |
| All | -2.2% | +224.6% | -226.7% | -2.8% |
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 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