+97.6%
FCX vs VTR
+131.3%
-33.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | -2.9% | +6.0% | +3.6% |
| 30D | +8.1% | -2.8% | +10.9% | +8.6% |
| 3M | +18.9% | +9.0% | +9.9% | +16.1% |
| 6M | +26.6% | +5.0% | +21.7% | +24.9% |
| YTD | +51.2% | +16.9% | +34.2% | +44.0% |
| 1Y | +75.6% | +34.3% | +41.3% | +58.6% |
| All | +97.6% | +131.3% | -33.7% | +39.9% |
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