+95.9%
FCX vs VG
-39.3%
+135.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -4.9% | +1.7% | -6.6% | -5.0% |
| 30D | +4.8% | +16.0% | -11.2% | +4.0% |
| 3M | +4.6% | +9.7% | -5.1% | +3.9% |
| 6M | +10.8% | +29.6% | -18.7% | +5.3% |
| YTD | +44.2% | +112.0% | -67.8% | +25.4% |
| 1Y | +59.6% | +12.8% | +46.8% | +52.6% |
| All | +95.9% | -39.3% | +135.3% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling