+246.4%
FCX vs VIG
+623.5%
-377.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.1% |
| 7D | -4.9% | -0.4% | -4.4% | -4.1% |
| 30D | +4.8% | -1.0% | +5.8% | +6.6% |
| 3M | +4.6% | +2.8% | +1.8% | +0.2% |
| 6M | +10.8% | +8.2% | +2.6% | -2.4% |
| YTD | +44.2% | +11.0% | +33.2% | +21.4% |
| 1Y | +59.6% | +16.1% | +43.4% | +24.8% |
| 3Y | +82.2% | +56.2% | +26.1% | -14.2% |
| 5Y | +115.6% | +63.0% | +52.6% | -4.3% |
| 10Y | +670.6% | +241.4% | +429.1% | -4.6% |
| All | +246.4% | +623.5% | -377.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling