+1,015.5%
FCX vs VLO
+24,544.0%
-23,528.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.9% | +5.2% | -10.1% | -7.2% |
| 30D | +4.8% | +22.6% | -17.8% | -5.2% |
| 3M | +4.6% | +43.8% | -39.2% | -13.2% |
| 6M | +10.8% | +65.7% | -54.9% | -16.1% |
| YTD | +44.2% | +131.1% | -86.9% | -7.7% |
| 1Y | +59.6% | +143.6% | -84.1% | -1.5% |
| 3Y | +82.2% | +201.4% | -119.1% | -1.4% |
| 5Y | +115.6% | +568.9% | -453.3% | -23.9% |
| 10Y | +670.6% | +891.8% | -221.3% | +107.8% |
| All | +1,015.5% | +24,544.0% | -23,528.5% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling