+205.3%
FCX vs VEU
+174.3%
+31.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.3% |
| 7D | +4.4% | +2.4% | +2.1% | +0.7% |
| 30D | -16.3% | -2.0% | -14.4% | -13.1% |
| 3M | -12.5% | -5.1% | -7.3% | -3.9% |
| 6M | -8.0% | -0.7% | -7.3% | -5.0% |
| YTD | +20.1% | +11.0% | +9.1% | +4.7% |
| 1Y | +45.9% | +12.4% | +33.5% | +24.8% |
| 3Y | +86.2% | +69.8% | +16.5% | -14.6% |
| 5Y | +57.1% | +48.2% | +8.9% | -6.3% |
| 10Y | +382.5% | +148.1% | +234.4% | +49.0% |
| All | +205.3% | +174.3% | +31.0% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling