+59.6%
FCX vs VFC
-6.8%
+66.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.3% |
| 30D | +4.8% | -11.6% | +16.4% | +9.0% |
| 3M | +4.6% | -18.1% | +22.7% | +10.0% |
| 6M | +10.8% | -27.4% | +38.2% | +21.8% |
| YTD | +44.2% | -24.8% | +69.0% | +57.0% |
| 1Y | +59.6% | -8.2% | +67.8% | +61.8% |
| All | +59.6% | -6.8% | +66.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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