+47.5%
FCX vs VLO
+117.8%
-70.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | -0.3% | +9.6% | -9.9% | +0.5% |
| 30D | -14.7% | -17.4% | +2.7% | -16.6% |
| 3M | -11.2% | +10.8% | -21.9% | -10.1% |
| 6M | -11.4% | +56.9% | -68.3% | -6.9% |
| YTD | +17.7% | +136.8% | -119.1% | +10.1% |
| 1Y | +47.5% | +120.7% | -73.2% | +40.4% |
| All | +47.5% | +117.8% | -70.3% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling