+70.4%
FCX vs VLO
+436.8%
-366.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.9% |
| 7D | -1.0% | -6.5% | +5.5% | +1.3% |
| 30D | -15.2% | -17.8% | +2.5% | -9.8% |
| 3M | -10.3% | +19.6% | -29.9% | -17.5% |
| 6M | +1.6% | +49.3% | -47.7% | -15.3% |
| YTD | +23.9% | +122.4% | -98.5% | -16.1% |
| 1Y | +58.0% | +107.4% | -49.4% | +10.4% |
| 3Y | +94.6% | +223.1% | -128.5% | +5.3% |
| 5Y | +70.4% | +432.2% | -361.8% | -29.7% |
| All | +70.4% | +436.8% | -366.4% | -29.7% |
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