+55.4%
FCX vs VMC
+42.8%
+12.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.5% |
| 30D | -14.7% | +15.5% | -30.2% | -22.1% |
| 3M | -11.2% | +0.6% | -11.8% | -11.8% |
| 6M | -11.4% | +2.1% | -13.5% | -13.6% |
| YTD | +17.7% | -1.6% | +19.3% | +16.2% |
| 1Y | +47.5% | -1.2% | +48.7% | +45.2% |
| 3Y | +83.9% | +35.3% | +48.6% | +42.2% |
| All | +55.4% | +42.8% | +12.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling