+373.5%
FCX vs VEA
+161.1%
+212.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +2.3% | -2.6% | -4.2% |
| 30D | -14.7% | +0.2% | -14.9% | -14.7% |
| 3M | -11.2% | -5.3% | -5.8% | -1.2% |
| 6M | -11.4% | -0.9% | -10.5% | -8.2% |
| YTD | +17.7% | +12.2% | +5.5% | -1.9% |
| 1Y | +47.5% | +16.1% | +31.4% | +15.6% |
| 3Y | +83.9% | +73.0% | +10.9% | -27.9% |
| 5Y | +54.0% | +53.7% | +0.2% | -22.2% |
| All | +373.5% | +161.1% | +212.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling