+102.7%
FCX vs VIG
+57.1%
+45.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +6.8% |
| 7D | +5.7% | -0.4% | +6.1% | +6.4% |
| 30D | +10.1% | -2.1% | +12.1% | +14.2% |
| 3M | +20.2% | +3.3% | +16.8% | +13.4% |
| 6M | +29.7% | +9.3% | +20.4% | +11.6% |
| YTD | +51.9% | +10.1% | +41.8% | +29.1% |
| 1Y | +66.0% | +14.7% | +51.3% | +32.5% |
| 3Y | +102.7% | +56.9% | +45.8% | -4.5% |
| All | +102.7% | +57.1% | +45.7% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling