+97.6%
FCX vs VEA
+76.1%
+21.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +1.1% |
| 7D | +3.1% | +0.3% | +2.8% | +2.4% |
| 30D | +8.1% | +0.4% | +7.7% | +7.3% |
| 3M | +18.9% | +4.8% | +14.1% | +10.0% |
| 6M | +26.6% | +11.3% | +15.4% | +6.3% |
| YTD | +51.2% | +17.4% | +33.8% | +15.5% |
| 1Y | +75.6% | +26.2% | +49.4% | +18.6% |
| All | +97.6% | +76.1% | +21.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling