+115.8%
FCX vs VRSK
-11.8%
+127.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.3% | -5.2% | +2.9% | -1.9% |
| 30D | +2.7% | -2.3% | +5.0% | +2.7% |
| 3M | +7.4% | -2.9% | +10.3% | +6.7% |
| 6M | +16.0% | -12.8% | +28.8% | +17.8% |
| YTD | +40.9% | -20.8% | +61.7% | +45.9% |
| 1Y | +56.4% | -33.2% | +89.7% | +70.6% |
| 3Y | +84.2% | -26.6% | +110.8% | +88.5% |
| All | +115.8% | -11.8% | +127.6% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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