+1,015.5%
FCX vs VFC
+373.7%
+641.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.2% |
| 30D | +4.8% | -11.6% | +16.4% | +10.5% |
| 3M | +4.6% | -18.1% | +22.7% | +12.4% |
| 6M | +10.8% | -27.4% | +38.2% | +25.4% |
| YTD | +44.2% | -24.8% | +69.0% | +59.8% |
| 1Y | +59.6% | -8.2% | +67.8% | +58.7% |
| 3Y | +82.2% | -29.1% | +111.4% | +66.1% |
| 5Y | +115.6% | -79.2% | +194.8% | +253.7% |
| 10Y | +670.6% | -68.1% | +738.7% | +900.9% |
| All | +1,015.5% | +373.7% | +641.8% | +525.0% |
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