+80.5%
FCX vs VLTO
+57.1%
+23.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.2% |
| 30D | -15.1% | +20.9% | -36.0% | -20.3% |
| 3M | -9.6% | +21.4% | -31.0% | -15.3% |
| 6M | -3.1% | +37.6% | -40.6% | -14.4% |
| YTD | +23.4% | +19.5% | +3.9% | +16.1% |
| 1Y | +52.7% | +22.0% | +30.6% | +41.7% |
| 3Y | +91.4% | +70.7% | +20.7% | +59.2% |
| All | +80.5% | +57.1% | +23.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling