+613.6%
FCX vs VSAT
+3.1%
+610.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.5% | -9.1% | -7.2% |
| 7D | -1.9% | +3.4% | -5.3% | -2.8% |
| 30D | +3.4% | -12.2% | +15.6% | +6.6% |
| 3M | +15.0% | +20.6% | -5.6% | +7.0% |
| 6M | +14.6% | +60.2% | -45.5% | -2.6% |
| YTD | +41.2% | +115.3% | -74.1% | +9.7% |
| 1Y | +60.4% | +154.6% | -94.2% | +17.9% |
| 3Y | +88.4% | +211.2% | -122.7% | +7.8% |
| 5Y | +115.0% | +52.7% | +62.4% | +38.4% |
| All | +613.6% | +3.1% | +610.5% | +363.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling