+59.6%
FCX vs VICR
+272.1%
-212.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.2% | -1.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +4.8% | -13.9% | +18.7% | +7.7% |
| 3M | +4.6% | -38.4% | +43.0% | +14.5% |
| 6M | +10.8% | -7.2% | +18.0% | +5.5% |
| YTD | +44.2% | +72.0% | -27.8% | +22.5% |
| 1Y | +59.6% | +263.3% | -203.7% | +14.1% |
| All | +59.6% | +272.1% | -212.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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