+199.2%
FCX vs VEU
+174.2%
+25.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | +2.1% | -2.4% | -3.5% |
| 30D | -14.7% | -0.9% | -13.8% | -13.0% |
| 3M | -11.2% | -5.4% | -5.8% | -2.0% |
| 6M | -11.4% | -1.8% | -9.6% | -6.9% |
| YTD | +17.7% | +10.9% | +6.8% | +2.7% |
| 1Y | +47.5% | +13.6% | +33.9% | +24.0% |
| 3Y | +83.9% | +69.3% | +14.6% | -15.3% |
| 5Y | +54.0% | +48.1% | +5.9% | -8.1% |
| 10Y | +372.9% | +148.0% | +224.9% | +46.2% |
| All | +199.2% | +174.2% | +25.0% | +12.5% |
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 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