+174.1%
FCX vs VRSK
+585.1%
-411.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.1% |
| 7D | -1.9% | -7.7% | +5.9% | +1.4% |
| 30D | +3.4% | -2.8% | +6.2% | +4.1% |
| 3M | +15.0% | -3.7% | +18.7% | +14.2% |
| 6M | +14.6% | -12.8% | +27.4% | +17.6% |
| YTD | +41.2% | -21.0% | +62.2% | +50.6% |
| 1Y | +60.4% | -32.5% | +92.8% | +84.4% |
| 3Y | +88.4% | -26.5% | +115.0% | +98.7% |
| 5Y | +115.0% | -11.5% | +126.5% | +97.1% |
| 10Y | +669.9% | +125.7% | +544.2% | +298.4% |
| All | +174.1% | +585.1% | -411.0% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling