+100.0%
FCX vs VEA
+157.0%
-57.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +1.7% |
| 7D | -0.8% | -1.3% | +0.5% | +1.6% |
| 30D | -15.1% | 0.0% | -15.0% | -14.6% |
| 3M | -9.6% | -3.6% | -6.0% | -3.5% |
| 6M | -3.1% | -0.5% | -2.5% | -0.5% |
| YTD | +23.4% | +13.0% | +10.5% | +4.4% |
| 1Y | +52.7% | +16.3% | +36.4% | +23.4% |
| 3Y | +91.4% | +74.4% | +17.0% | -16.2% |
| 5Y | +62.7% | +55.8% | +6.9% | -11.3% |
| 10Y | +395.9% | +161.1% | +234.8% | +39.0% |
| All | +100.0% | +157.0% | -57.0% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling