+612.2%
FCX vs VICR
+1,679.8%
-1,067.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -3.0% |
| 7D | -2.3% | +5.0% | -7.2% | -3.6% |
| 30D | +2.7% | -12.5% | +15.1% | +5.3% |
| 3M | +7.4% | -33.6% | +41.0% | +15.8% |
| 6M | +16.0% | +10.7% | +5.4% | +6.9% |
| YTD | +40.9% | +80.6% | -39.6% | +13.7% |
| 1Y | +56.4% | +288.4% | -231.9% | +1.8% |
| 3Y | +84.2% | +213.8% | -129.6% | +15.4% |
| 5Y | +114.6% | +58.8% | +55.8% | +44.4% |
| All | +612.2% | +1,679.8% | -1,067.6% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling