+589.9%
FCX vs VSAT
+1,325.7%
-735.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.0% |
| 7D | -0.3% | +5.9% | -6.2% | -1.6% |
| 30D | -14.7% | +9.7% | -24.4% | -16.8% |
| 3M | -11.2% | -18.3% | +7.1% | -8.5% |
| 6M | -11.4% | -4.1% | -7.3% | -13.3% |
| YTD | +17.7% | +96.5% | -78.8% | -1.7% |
| 1Y | +47.5% | +89.3% | -41.8% | +23.5% |
| 3Y | +83.9% | +270.1% | -186.2% | +17.1% |
| 5Y | +54.0% | +26.4% | +27.6% | +15.0% |
| 10Y | +372.9% | -16.5% | +389.4% | +267.1% |
| All | +589.9% | +1,325.7% | -735.7% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling