+61.4%
FCX vs VSAT
+38.6%
+22.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.8% | +12.5% | -13.2% | -3.0% |
| 30D | -15.1% | +11.0% | -26.1% | -17.1% |
| 3M | -9.6% | -11.1% | +1.5% | -8.6% |
| 6M | -3.1% | +2.8% | -5.9% | -6.0% |
| YTD | +23.4% | +118.0% | -94.5% | +3.7% |
| 1Y | +52.7% | +97.1% | -44.5% | +30.0% |
| 3Y | +91.4% | +296.8% | -205.4% | +29.4% |
| All | +61.4% | +38.6% | +22.8% | +31.4% |
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