+68.3%
FCX vs VG
-50.2%
+118.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +4.8% |
| 7D | -1.0% | -8.3% | +7.3% | -0.7% |
| 30D | -15.2% | -10.3% | -4.9% | -14.9% |
| 3M | -10.3% | -10.8% | +0.5% | -10.0% |
| 6M | +1.6% | +3.5% | -1.9% | +0.2% |
| YTD | +23.9% | +74.0% | -50.1% | +8.5% |
| 1Y | +58.0% | +48.9% | +9.1% | +41.4% |
| All | +68.3% | -50.2% | +118.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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