+138.9%
FCX vs VLO
+577.3%
-438.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.3% | +2.1% | +4.1% |
| 7D | +5.7% | +5.8% | 0.0% | +3.5% |
| 30D | +10.1% | +28.3% | -18.3% | -0.2% |
| 3M | +20.2% | +48.7% | -28.6% | +2.0% |
| 6M | +29.7% | +71.9% | -42.2% | +1.2% |
| YTD | +51.9% | +138.7% | -86.7% | +1.1% |
| 1Y | +66.0% | +148.5% | -82.5% | +7.1% |
| 3Y | +102.7% | +192.7% | -89.9% | +16.5% |
| 5Y | +138.9% | +601.6% | -462.8% | -21.7% |
| All | +138.9% | +577.3% | -438.4% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling