+612.2%
FCX vs VLO
+946.8%
-334.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.8% |
| 7D | -2.3% | +5.3% | -7.6% | -4.6% |
| 30D | +2.7% | +18.2% | -15.6% | -5.4% |
| 3M | +7.4% | +53.3% | -45.9% | -13.8% |
| 6M | +16.0% | +70.4% | -54.4% | -13.6% |
| YTD | +40.9% | +143.4% | -102.5% | -13.6% |
| 1Y | +56.4% | +153.0% | -96.6% | -7.0% |
| 3Y | +84.2% | +195.0% | -110.7% | -2.5% |
| 5Y | +114.6% | +618.8% | -504.1% | -33.3% |
| All | +612.2% | +946.8% | -334.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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