+62.8%
FCX vs VG
-49.4%
+112.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | -2.4% | -7.7% | +5.3% | -2.0% |
| 30D | -18.0% | -8.8% | -9.2% | -17.7% |
| 3M | -14.3% | -15.6% | +1.3% | -13.8% |
| 6M | -1.7% | +5.2% | -6.9% | -3.1% |
| YTD | +19.8% | +76.9% | -57.1% | +4.9% |
| 1Y | +48.6% | +42.5% | +6.2% | +34.3% |
| All | +62.8% | -49.4% | +112.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling