+83.9%
FCX vs VTR
+130.0%
-46.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -14.7% | +5.5% | -20.2% | -15.3% |
| 3M | -11.2% | -0.9% | -10.2% | -11.0% |
| 6M | -11.4% | -0.4% | -11.0% | -11.2% |
| YTD | +17.7% | +17.0% | +0.7% | +12.7% |
| 1Y | +47.5% | +18.0% | +29.5% | +40.6% |
| 3Y | +83.9% | +127.4% | -43.5% | +22.1% |
| All | +83.9% | +130.0% | -46.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling