+612.2%
FCX vs VIVK
-100.0%
+712.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | -2.3% | -4.4% | +2.1% | -2.2% |
| 30D | +2.7% | -40.8% | +43.5% | +3.1% |
| 3M | +7.4% | -94.1% | +101.5% | +9.3% |
| 6M | +16.0% | -98.2% | +114.2% | +18.7% |
| YTD | +40.9% | -98.0% | +138.9% | +43.1% |
| 1Y | +56.4% | -100.0% | +156.4% | +64.2% |
| 3Y | +84.2% | -100.0% | +184.2% | +91.9% |
| 5Y | +114.6% | -100.0% | +214.6% | +123.0% |
| All | +612.2% | -100.0% | +712.2% | +610.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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