+990.0%
FCX vs VTRS
+150.5%
+839.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | +2.7% | +3.3% | -0.6% | +1.6% |
| 3M | +7.4% | +2.0% | +5.4% | +6.2% |
| 6M | +16.0% | +19.9% | -3.9% | +8.8% |
| YTD | +40.9% | +35.7% | +5.2% | +26.6% |
| 1Y | +56.4% | +68.1% | -11.7% | +30.9% |
| 3Y | +84.2% | +87.1% | -2.9% | +46.5% |
| 5Y | +114.6% | +47.6% | +67.0% | +79.9% |
| 10Y | +668.4% | -48.2% | +716.5% | +727.6% |
| All | +990.0% | +150.5% | +839.5% | +656.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling