+47.5%
FCX vs VLTO
+21.9%
+25.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -1.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.2% |
| 30D | -14.7% | +17.5% | -32.2% | -13.1% |
| 3M | -11.2% | +21.4% | -32.6% | -9.5% |
| 6M | -11.4% | +38.1% | -49.5% | -10.4% |
| YTD | +17.7% | +19.0% | -1.3% | +21.7% |
| 1Y | +47.5% | +20.7% | +26.8% | +52.4% |
| All | +47.5% | +21.9% | +25.6% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling