+115.8%
FCX vs VEA
+59.5%
+56.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -2.1% |
| 7D | -2.3% | -1.5% | -0.8% | +0.3% |
| 30D | +2.7% | -0.8% | +3.5% | +4.4% |
| 3M | +7.4% | +2.5% | +4.9% | +3.6% |
| 6M | +16.0% | +11.1% | +4.9% | -1.7% |
| YTD | +40.9% | +17.2% | +23.8% | +9.3% |
| 1Y | +56.4% | +24.5% | +31.9% | +9.8% |
| 3Y | +84.2% | +75.4% | +8.8% | -26.0% |
| All | +115.8% | +59.5% | +56.3% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling