+724.2%
FCX vs VO
+193.0%
+531.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.8% |
| 7D | +3.1% | -0.6% | +3.7% | +4.0% |
| 30D | +8.1% | -1.9% | +10.0% | +11.4% |
| 3M | +18.9% | +3.3% | +15.7% | +13.5% |
| 6M | +26.6% | +9.7% | +16.9% | +10.8% |
| YTD | +51.2% | +12.6% | +38.6% | +27.3% |
| 1Y | +75.6% | +13.6% | +61.9% | +46.6% |
| 3Y | +101.7% | +56.8% | +44.9% | +3.8% |
| 5Y | +134.6% | +42.3% | +92.4% | +42.8% |
| 10Y | +724.2% | +199.2% | +525.0% | +33.4% |
| All | +724.2% | +193.0% | +531.2% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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