+102.7%
FCX vs VFC
-25.9%
+128.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.8% |
| 7D | +5.7% | +0.8% | +4.9% | +5.5% |
| 30D | +10.1% | -11.9% | +22.0% | +13.5% |
| 3M | +20.2% | -20.2% | +40.3% | +26.1% |
| 6M | +29.7% | -23.0% | +52.7% | +37.4% |
| YTD | +51.9% | -26.2% | +78.2% | +62.4% |
| 1Y | +66.0% | -13.3% | +79.3% | +69.8% |
| 3Y | +102.7% | -25.5% | +128.2% | +91.9% |
| All | +102.7% | -25.9% | +128.7% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling