+97.6%
FCX vs VICR
+187.3%
-89.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | +3.1% | +1.3% | +1.9% | +2.8% |
| 30D | +8.1% | -11.9% | +20.1% | +10.4% |
| 3M | +18.9% | -35.1% | +54.1% | +27.9% |
| 6M | +26.6% | +8.1% | +18.5% | +18.8% |
| YTD | +51.2% | +67.8% | -16.6% | +29.3% |
| 1Y | +75.6% | +267.3% | -191.7% | +26.6% |
| All | +97.6% | +187.3% | -89.8% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling