+102.7%
FCX vs VMC
+22.8%
+79.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +6.2% |
| 7D | +5.7% | -0.5% | +6.3% | +6.0% |
| 30D | +10.1% | -9.1% | +19.2% | +15.8% |
| 3M | +20.2% | -4.1% | +24.3% | +22.0% |
| 6M | +29.7% | -5.5% | +35.2% | +32.5% |
| YTD | +51.9% | -8.9% | +60.9% | +56.7% |
| 1Y | +66.0% | -12.9% | +78.9% | +75.9% |
| 3Y | +102.7% | +22.1% | +80.6% | +75.1% |
| All | +102.7% | +22.8% | +79.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling