+134.6%
FCX vs VEU
+56.2%
+78.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.9% |
| 7D | +3.1% | +0.3% | +2.8% | +2.4% |
| 30D | +8.1% | +0.7% | +7.5% | +6.9% |
| 3M | +18.9% | +4.7% | +14.2% | +10.1% |
| 6M | +26.6% | +11.6% | +15.0% | +5.1% |
| YTD | +51.2% | +16.8% | +34.4% | +15.9% |
| 1Y | +75.6% | +24.9% | +50.7% | +19.8% |
| 3Y | +101.7% | +75.7% | +26.0% | -23.6% |
| 5Y | +134.6% | +56.1% | +78.5% | +17.2% |
| All | +134.6% | +56.2% | +78.5% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling