+57.1%
FCX vs VIK
+225.3%
-168.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.5% |
| 30D | +8.1% | -18.0% | +26.2% | +17.9% |
| 3M | +18.9% | -5.8% | +24.7% | +21.4% |
| 6M | +26.6% | +17.2% | +9.4% | +15.3% |
| YTD | +51.2% | +19.1% | +32.0% | +35.7% |
| 1Y | +75.6% | +33.6% | +41.9% | +48.7% |
| All | +57.1% | +225.3% | -168.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling