+1,015.5%
FCX vs VMC
+2,129.1%
-1,113.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -4.9% | -4.3% | -0.5% | -2.3% |
| 30D | +4.8% | -8.2% | +13.1% | +10.2% |
| 3M | +4.6% | -7.0% | +11.7% | +8.5% |
| 6M | +10.8% | -10.8% | +21.6% | +17.8% |
| YTD | +44.2% | -7.4% | +51.6% | +48.9% |
| 1Y | +59.6% | -9.5% | +69.1% | +67.2% |
| 3Y | +82.2% | +20.5% | +61.8% | +58.5% |
| 5Y | +115.6% | +51.6% | +64.1% | +62.9% |
| 10Y | +670.6% | +150.0% | +520.5% | +318.8% |
| All | +1,015.5% | +2,129.1% | -1,113.6% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling