+115.8%
FCX vs VTRS
+47.1%
+68.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -2.3% | -2.2% | -0.1% | -1.5% |
| 30D | +2.7% | +3.3% | -0.6% | +1.4% |
| 3M | +7.4% | +2.0% | +5.4% | +5.9% |
| 6M | +16.0% | +19.9% | -3.9% | +6.6% |
| YTD | +40.9% | +35.7% | +5.2% | +22.8% |
| 1Y | +56.4% | +68.1% | -11.7% | +24.3% |
| 3Y | +84.2% | +87.1% | -2.9% | +34.2% |
| All | +115.8% | +47.1% | +68.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling