+612.2%
FCX vs VNQ
+64.0%
+548.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | -2.3% | -1.3% | -1.0% | -1.1% |
| 30D | +2.7% | -2.6% | +5.3% | +5.1% |
| 3M | +7.4% | -2.0% | +9.4% | +8.7% |
| 6M | +16.0% | +4.3% | +11.7% | +10.6% |
| YTD | +40.9% | +9.2% | +31.7% | +28.4% |
| 1Y | +56.4% | +5.6% | +50.8% | +47.3% |
| 3Y | +84.2% | +30.8% | +53.4% | +41.1% |
| 5Y | +114.6% | +8.0% | +106.6% | +97.1% |
| All | +612.2% | +64.0% | +548.2% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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