+613.6%
FCX vs VMC
+154.4%
+459.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -6.9% | -6.8% |
| 7D | -1.9% | -3.7% | +1.8% | +0.4% |
| 30D | +3.4% | -12.8% | +16.2% | +12.7% |
| 3M | +15.0% | -7.9% | +22.9% | +20.2% |
| 6M | +14.6% | -7.5% | +22.2% | +19.3% |
| YTD | +41.2% | -11.6% | +52.8% | +50.1% |
| 1Y | +60.4% | -14.3% | +74.6% | +73.9% |
| 3Y | +88.4% | +18.5% | +69.9% | +61.6% |
| 5Y | +115.0% | +46.8% | +68.3% | +58.0% |
| All | +613.6% | +154.4% | +459.2% | +267.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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