+503.5%
FCX vs VNQ
+382.8%
+120.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -5.9% |
| 7D | -1.9% | -2.6% | +0.8% | +0.2% |
| 30D | +3.4% | -2.3% | +5.7% | +5.3% |
| 3M | +15.0% | -2.8% | +17.8% | +16.9% |
| 6M | +14.6% | +2.5% | +12.1% | +11.9% |
| YTD | +41.2% | +8.4% | +32.8% | +31.8% |
| 1Y | +60.4% | +6.8% | +53.6% | +51.6% |
| 3Y | +88.4% | +29.9% | +58.5% | +53.5% |
| 5Y | +115.0% | +7.2% | +107.8% | +103.8% |
| 10Y | +669.9% | +62.5% | +607.4% | +440.8% |
| All | +503.5% | +382.8% | +120.7% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling