+373.5%
FCX vs VLO
+790.8%
-417.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.6% |
| 7D | -0.3% | +9.6% | -9.9% | -4.5% |
| 30D | -14.7% | -17.4% | +2.7% | -7.5% |
| 3M | -11.2% | +10.8% | -21.9% | -16.8% |
| 6M | -11.4% | +56.9% | -68.3% | -31.1% |
| YTD | +17.7% | +136.8% | -119.1% | -27.9% |
| 1Y | +47.5% | +120.7% | -73.2% | -6.6% |
| 3Y | +83.9% | +231.9% | -148.0% | -9.7% |
| 5Y | +54.0% | +479.0% | -425.1% | -46.8% |
| All | +373.5% | +790.8% | -417.2% | +30.5% |
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