+1,015.5%
FCX vs VICR
+818.1%
+197.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | +4.6% | -38.4% | +43.0% | +14.0% |
| 6M | +10.8% | -7.2% | +18.0% | +7.7% |
| YTD | +44.2% | +72.0% | -27.8% | +21.4% |
| 1Y | +59.6% | +263.3% | -203.7% | +11.8% |
| 3Y | +82.2% | +173.3% | -91.0% | +26.0% |
| 5Y | +115.6% | +47.3% | +68.3% | +54.2% |
| 10Y | +670.6% | +1,495.2% | -824.6% | +206.8% |
| All | +1,015.5% | +818.1% | +197.3% | +249.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling