+613.6%
FCX vs VIG
+247.5%
+366.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.8% |
| 7D | -1.9% | -2.2% | +0.4% | +1.8% |
| 30D | +3.4% | -3.2% | +6.6% | +9.1% |
| 3M | +15.0% | +3.0% | +11.9% | +9.7% |
| 6M | +14.6% | +8.1% | +6.5% | +1.9% |
| YTD | +41.2% | +9.1% | +32.2% | +23.9% |
| 1Y | +60.4% | +12.6% | +47.8% | +34.4% |
| 3Y | +88.4% | +55.4% | +33.0% | -5.0% |
| 5Y | +115.0% | +62.8% | +52.3% | +2.8% |
| All | +613.6% | +247.5% | +366.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling