+373.5%
FCX vs VIG
+262.6%
+110.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | +3.5% | -3.8% | -5.7% |
| 30D | -14.7% | +4.9% | -19.7% | -21.2% |
| 3M | -11.2% | +2.5% | -13.7% | -14.7% |
| 6M | -11.4% | +11.0% | -22.4% | -25.0% |
| YTD | +17.7% | +16.0% | +1.8% | -6.6% |
| 1Y | +47.5% | +17.5% | +29.9% | +14.7% |
| 3Y | +83.9% | +67.0% | +16.9% | -17.4% |
| 5Y | +54.0% | +64.8% | -10.8% | -27.8% |
| All | +373.5% | +262.6% | +110.9% | -22.2% |
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