+232.9%
FCX vs VIVK
-100.0%
+332.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.3% | +5.3% |
| 7D | +5.7% | +13.1% | -7.3% | +5.7% |
| 30D | +10.1% | -29.7% | +39.7% | +10.1% |
| 3M | +20.2% | -93.0% | +113.1% | +20.5% |
| 6M | +29.7% | -98.0% | +127.6% | +30.1% |
| YTD | +51.9% | -97.8% | +149.7% | +52.3% |
| 1Y | +66.0% | -100.0% | +165.9% | +67.1% |
| 3Y | +102.7% | -100.0% | +202.7% | +103.9% |
| 5Y | +138.9% | -100.0% | +238.9% | +140.3% |
| 10Y | +701.1% | -100.0% | +801.1% | +701.1% |
| All | +232.9% | -100.0% | +332.9% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling