+84.6%
FCX vs VIVK
-100.0%
+184.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -6.6% |
| 7D | -1.9% | -9.5% | +7.6% | -1.8% |
| 30D | +3.4% | -35.1% | +38.5% | +3.5% |
| 3M | +15.0% | -93.4% | +108.3% | +15.7% |
| 6M | +14.6% | -98.0% | +112.6% | +15.8% |
| YTD | +41.2% | -97.9% | +139.1% | +41.9% |
| 1Y | +60.4% | -100.0% | +160.3% | +69.0% |
| All | +84.6% | -100.0% | +184.6% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling