+1,075.1%
FCX vs VICR
+841.4%
+233.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.8% |
| 7D | +5.7% | +9.8% | -4.1% | +3.5% |
| 30D | +10.1% | -12.6% | +22.7% | +12.6% |
| 3M | +20.2% | -29.7% | +49.9% | +27.1% |
| 6M | +29.7% | +18.8% | +10.8% | +19.4% |
| YTD | +51.9% | +76.4% | -24.5% | +27.2% |
| 1Y | +66.0% | +282.4% | -216.4% | +15.0% |
| 3Y | +102.7% | +206.2% | -103.4% | +36.6% |
| 5Y | +138.9% | +53.9% | +84.9% | +69.1% |
| 10Y | +701.1% | +1,572.3% | -871.3% | +215.9% |
| All | +1,075.1% | +841.4% | +233.8% | +266.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling