+60.3%
FCX vs VEU
+17.0%
+43.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | -2.5% |
| 7D | -6.0% | +0.2% | -6.2% | -6.3% |
| 30D | -13.6% | -2.1% | -11.5% | -9.7% |
| 3M | -6.8% | -2.7% | -4.1% | -1.3% |
| 6M | +13.2% | +3.2% | +10.0% | +8.7% |
| YTD | +24.4% | +12.6% | +11.8% | +2.8% |
| 1Y | +60.3% | +17.1% | +43.2% | +23.5% |
| All | +60.3% | +17.0% | +43.3% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling