+56.4%
FCX vs VTR
+33.3%
+23.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | +2.7% | +1.1% | +1.6% | +3.1% |
| 3M | +7.4% | +7.9% | -0.5% | +10.4% |
| 6M | +16.0% | +6.2% | +9.9% | +22.3% |
| YTD | +40.9% | +17.7% | +23.2% | +51.2% |
| 1Y | +56.4% | +32.9% | +23.5% | +66.8% |
| All | +56.4% | +33.3% | +23.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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