+1,177.3%
FCX vs VALE
+1,645.1%
-467.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -0.3% | -3.2% | +2.9% | +2.2% |
| 30D | -14.7% | -15.1% | +0.3% | -3.8% |
| 3M | -11.2% | -18.7% | +7.5% | +3.6% |
| 6M | -11.4% | -31.5% | +20.1% | +18.3% |
| YTD | +17.7% | -11.4% | +29.2% | +30.2% |
| 1Y | +47.5% | -1.9% | +49.3% | +50.8% |
| 3Y | +83.9% | +1.7% | +82.2% | +83.3% |
| 5Y | +54.0% | +35.4% | +18.5% | +18.2% |
| 10Y | +372.9% | +204.8% | +168.0% | +72.5% |
| All | +1,177.3% | +1,645.1% | -467.8% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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