+52.7%
FCX vs VO
+15.0%
+37.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +0.4% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -15.1% | +2.0% | -17.1% | -18.2% |
| 3M | -9.6% | -0.3% | -9.3% | -8.7% |
| 6M | -3.1% | +7.3% | -10.3% | -15.2% |
| YTD | +23.4% | +15.0% | +8.5% | -5.0% |
| 1Y | +52.7% | +14.7% | +38.0% | +18.4% |
| All | +52.7% | +15.0% | +37.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling