+395.9%
FCX vs VLO
+749.3%
-353.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.3% |
| 7D | -0.8% | -0.4% | -0.3% | -0.4% |
| 30D | -15.1% | -16.6% | +1.5% | -8.3% |
| 3M | -9.6% | +12.3% | -21.9% | -16.0% |
| 6M | -3.1% | +47.8% | -50.9% | -22.4% |
| YTD | +23.4% | +126.7% | -103.3% | -22.8% |
| 1Y | +52.7% | +105.4% | -52.7% | +0.2% |
| 3Y | +91.4% | +222.0% | -130.6% | -4.6% |
| 5Y | +62.7% | +449.8% | -387.1% | -42.3% |
| 10Y | +395.9% | +754.3% | -358.5% | +39.4% |
| All | +395.9% | +749.3% | -353.4% | +39.4% |
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