+74.3%
FCX vs VLTO
+69.5%
+4.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -4.9% | +5.4% | -10.3% | -6.3% |
| 30D | -17.1% | +22.3% | -39.4% | -22.5% |
| 3M | -12.7% | +19.6% | -32.3% | -17.7% |
| 6M | -2.0% | +35.2% | -37.1% | -12.8% |
| YTD | +18.1% | +17.9% | +0.2% | +11.9% |
| 1Y | +55.2% | +19.5% | +35.7% | +45.5% |
| 3Y | +74.3% | +73.9% | +0.4% | +53.5% |
| All | +74.3% | +69.5% | +4.9% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling