+790.8%
FCX vs VTR
+1,492.6%
-701.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.5% |
| 7D | +5.7% | -2.4% | +8.1% | +6.5% |
| 30D | +10.1% | -3.7% | +13.8% | +11.3% |
| 3M | +20.2% | +13.5% | +6.6% | +14.7% |
| 6M | +29.7% | +7.2% | +22.5% | +25.4% |
| YTD | +51.9% | +17.6% | +34.4% | +42.5% |
| 1Y | +66.0% | +35.4% | +30.6% | +48.4% |
| 3Y | +102.7% | +132.8% | -30.1% | +51.0% |
| 5Y | +138.9% | +88.7% | +50.2% | +88.4% |
| 10Y | +701.1% | +87.6% | +613.4% | +475.5% |
| All | +790.8% | +1,492.6% | -701.9% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling