+134.6%
FCX vs VIG
+62.2%
+72.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.4% |
| 7D | +3.1% | -1.2% | +4.3% | +5.0% |
| 30D | +8.1% | -2.8% | +10.9% | +13.3% |
| 3M | +18.9% | +2.5% | +16.5% | +14.4% |
| 6M | +26.6% | +8.1% | +18.5% | +12.3% |
| YTD | +51.2% | +9.6% | +41.6% | +31.4% |
| 1Y | +75.6% | +14.2% | +61.4% | +43.7% |
| 3Y | +101.7% | +56.1% | +45.6% | +2.1% |
| 5Y | +134.6% | +62.8% | +71.8% | +11.9% |
| All | +134.6% | +62.2% | +72.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling