+745.2%
FCX vs VSAT
+1,485.7%
-740.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.8% |
| 7D | -4.9% | +11.8% | -16.7% | -7.0% |
| 30D | +4.8% | -7.0% | +11.9% | +6.2% |
| 3M | +4.6% | +3.3% | +1.3% | +2.3% |
| 6M | +10.8% | +57.4% | -46.6% | -1.5% |
| YTD | +44.2% | +118.6% | -74.4% | +18.9% |
| 1Y | +59.6% | +150.2% | -90.7% | +27.0% |
| 3Y | +82.2% | +160.7% | -78.5% | +24.9% |
| 5Y | +115.6% | +51.2% | +64.4% | +55.2% |
| 10Y | +670.6% | -0.7% | +671.2% | +484.7% |
| All | +745.2% | +1,485.7% | -740.4% | +371.3% |
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