+81.1%
FCX vs VLTO
+56.1%
+25.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.8% | +4.1% | +4.6% |
| 7D | -1.0% | +2.0% | -3.1% | -1.6% |
| 30D | -15.2% | +21.8% | -37.0% | -20.7% |
| 3M | -10.3% | +20.2% | -30.5% | -15.7% |
| 6M | +1.6% | +36.3% | -34.8% | -10.0% |
| YTD | +23.9% | +18.8% | +5.0% | +16.7% |
| 1Y | +58.0% | +20.4% | +37.6% | +47.6% |
| 3Y | +94.6% | +71.9% | +22.7% | +61.5% |
| All | +81.1% | +56.1% | +25.0% | +56.0% |
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