+60.3%
FCX vs VSAT
+85.9%
-25.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.2% | +12.6% | +3.8% |
| 7D | -6.0% | -14.7% | +8.7% | -2.8% |
| 30D | -13.6% | -4.3% | -9.3% | -13.4% |
| 3M | -6.8% | -22.5% | +15.7% | -2.5% |
| 6M | +13.2% | +4.7% | +8.5% | +8.0% |
| YTD | +24.4% | +93.8% | -69.4% | -1.3% |
| 1Y | +60.3% | +79.8% | -19.6% | +29.6% |
| All | +60.3% | +85.9% | -25.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 1y: compounded portfolio wealth divided by compounded VSAT 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…
1y analysis · Full analysis span regression · 6 months rolling