+84.6%
FCX vs VLO
+192.7%
-108.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.3% |
| 7D | -1.9% | +4.0% | -5.8% | -2.8% |
| 30D | +3.4% | +19.0% | -15.6% | -1.4% |
| 3M | +15.0% | +50.0% | -35.0% | +2.0% |
| 6M | +14.6% | +79.1% | -64.5% | -6.4% |
| YTD | +41.2% | +140.3% | -99.1% | +0.9% |
| 1Y | +60.4% | +148.3% | -88.0% | +11.7% |
| All | +84.6% | +192.7% | -108.1% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling