+134.6%
FCX vs VSAT
+45.0%
+89.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | +0.7% |
| 7D | +3.1% | +3.5% | -0.4% | +2.4% |
| 30D | +8.1% | -14.7% | +22.8% | +10.9% |
| 3M | +18.9% | +13.2% | +5.8% | +14.9% |
| 6M | +26.6% | +57.4% | -30.8% | +14.7% |
| YTD | +51.2% | +110.0% | -58.8% | +29.7% |
| 1Y | +75.6% | +134.4% | -58.9% | +47.2% |
| 3Y | +101.7% | +203.5% | -101.8% | +46.9% |
| 5Y | +134.6% | +47.1% | +87.5% | +60.0% |
| All | +134.6% | +45.0% | +89.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling