+50.0%
FCX vs VSAT
+97.3%
-47.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.8% | +12.5% | -13.2% | -3.6% |
| 30D | -15.1% | +11.0% | -26.1% | -17.8% |
| 3M | -9.6% | -11.1% | +1.5% | -8.5% |
| 6M | -3.1% | +2.8% | -5.9% | -6.8% |
| YTD | +23.4% | +118.0% | -94.5% | -3.9% |
| All | +50.0% | +97.3% | -47.3% | +19.0% |
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