+196.5%
FCX vs VIG
+655.8%
-459.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +1.6% |
| 7D | -0.8% | -0.3% | -0.4% | +0.1% |
| 30D | -15.1% | +4.9% | -20.0% | -22.0% |
| 3M | -9.6% | +2.9% | -12.5% | -14.1% |
| 6M | -3.1% | +11.2% | -14.3% | -19.2% |
| YTD | +23.4% | +16.0% | +7.5% | -3.8% |
| 1Y | +52.7% | +17.0% | +35.7% | +17.5% |
| 3Y | +91.4% | +66.9% | +24.5% | -20.0% |
| 5Y | +62.7% | +65.8% | -3.1% | -30.0% |
| 10Y | +395.9% | +263.6% | +132.2% | -45.5% |
| All | +196.5% | +655.8% | -459.3% | -90.0% |
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