-75.0%
FRSH vs VSXY
+19.4%
-94.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | -11.2% | -0.3% | -10.8% | -11.2% |
| 30D | -0.8% | -22.1% | +21.2% | +4.0% |
| 3M | +26.4% | -1.1% | +27.6% | +25.5% |
| 6M | +48.4% | +53.8% | -5.5% | +27.4% |
| YTD | -3.1% | +35.5% | -38.6% | -14.7% |
| 1Y | -8.7% | +186.0% | -194.7% | -35.8% |
| 3Y | -45.8% | +343.2% | -389.0% | -71.3% |
| All | -75.0% | +19.4% | -94.4% | -77.5% |
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