+56.3%
FCX vs VG
-51.4%
+107.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.0% | -3.5% | -7.3% |
| 7D | -12.5% | -22.0% | +9.5% | -11.6% |
| 30D | -20.0% | -14.7% | -5.3% | -19.6% |
| 3M | -16.4% | -7.1% | -9.3% | -16.4% |
| 6M | +0.8% | -11.2% | +12.0% | +0.5% |
| YTD | +15.1% | +69.8% | -54.8% | +0.9% |
| 1Y | +45.3% | +49.9% | -4.5% | +29.5% |
| All | +56.3% | -51.4% | +107.7% | +46.5% |
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