+47.5%
FCX vs VFC
+37.3%
+10.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -3.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -14.7% | +25.5% | -40.2% | -21.1% |
| 3M | -11.2% | +41.3% | -52.4% | -21.5% |
| 6M | -11.4% | +22.2% | -33.6% | -18.9% |
| YTD | +17.7% | +16.4% | +1.3% | +10.9% |
| 1Y | +47.5% | +38.4% | +9.1% | +31.7% |
| All | +47.5% | +37.3% | +10.1% | +31.7% |
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