+724.2%
FCX vs VFC
-69.4%
+793.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | +3.1% | -2.3% | +5.5% | +4.0% |
| 30D | +8.1% | -13.4% | +21.5% | +14.4% |
| 3M | +18.9% | -23.7% | +42.6% | +30.8% |
| 6M | +26.6% | -24.5% | +51.1% | +39.6% |
| YTD | +51.2% | -27.8% | +79.0% | +69.1% |
| 1Y | +75.6% | -13.5% | +89.0% | +79.1% |
| 3Y | +101.7% | -27.1% | +128.8% | +82.1% |
| 5Y | +134.6% | -79.0% | +213.7% | +341.4% |
| 10Y | +724.2% | -68.7% | +792.9% | +1,068.5% |
| All | +724.2% | -69.4% | +793.5% | +1,068.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling