+90.7%
FCX vs VEA
+155.2%
-64.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +2.3% | -2.6% | -3.7% |
| 30D | -14.7% | +0.2% | -14.9% | -14.7% |
| 3M | -11.2% | -5.3% | -5.8% | -2.2% |
| 6M | -11.4% | -0.9% | -10.5% | -8.3% |
| YTD | +17.7% | +12.2% | +5.5% | +0.7% |
| 1Y | +47.5% | +16.1% | +31.4% | +19.5% |
| 3Y | +83.9% | +73.0% | +10.9% | -18.4% |
| 5Y | +54.0% | +53.7% | +0.2% | -14.2% |
| 10Y | +372.9% | +159.3% | +213.6% | +34.1% |
| All | +90.7% | +155.2% | -64.5% | -27.0% |
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