+1,075.1%
FCX vs VIAV
+1,072.0%
+3.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +11.2% | -5.8% | +3.0% |
| 7D | +5.7% | +11.3% | -5.6% | +3.3% |
| 30D | +10.1% | -1.0% | +11.1% | +9.7% |
| 3M | +20.2% | -20.5% | +40.7% | +24.5% |
| 6M | +29.7% | +39.0% | -9.3% | +18.3% |
| YTD | +51.9% | +117.5% | -65.5% | +25.3% |
| 1Y | +66.0% | +233.8% | -167.8% | +24.4% |
| 3Y | +102.7% | +295.4% | -192.7% | +44.2% |
| 5Y | +138.9% | +134.3% | +4.6% | +87.1% |
| 10Y | +701.1% | +398.7% | +302.4% | +450.2% |
| All | +1,075.1% | +1,072.0% | +3.1% | +547.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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