-46.5%
FRSH vs VSXY
+352.7%
-399.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.2% |
| 7D | -6.6% | +0.1% | -6.7% | -6.7% |
| 30D | +2.1% | -18.7% | +20.8% | +4.5% |
| 3M | +29.0% | -4.0% | +32.9% | +29.0% |
| 6M | +48.6% | +67.5% | -18.9% | +33.6% |
| YTD | -2.9% | +39.7% | -42.6% | -10.2% |
| 1Y | -7.9% | +180.0% | -187.9% | -26.2% |
| 3Y | -46.5% | +337.3% | -383.8% | -62.2% |
| All | -46.5% | +352.7% | -399.2% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling