+858.0%
FCX vs VFC
+640.5%
+217.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +3.8% |
| 7D | -1.0% | +7.7% | -8.7% | -4.2% |
| 30D | -15.2% | +39.2% | -54.4% | -27.1% |
| 3M | -10.3% | +40.3% | -50.5% | -23.3% |
| 6M | +1.6% | +11.4% | -9.8% | -5.8% |
| YTD | +23.9% | +17.5% | +6.3% | +11.9% |
| 1Y | +58.0% | +45.9% | +12.2% | +29.0% |
| 3Y | +94.6% | +47.3% | +47.3% | +29.2% |
| 5Y | +70.4% | -67.2% | +137.6% | +127.7% |
| 10Y | +430.7% | -46.1% | +476.7% | +441.8% |
| All | +858.0% | +640.5% | +217.6% | +337.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling