+102.7%
FCX vs VO
+57.7%
+45.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +6.3% |
| 7D | +5.7% | +0.6% | +5.1% | +4.5% |
| 30D | +10.1% | -1.1% | +11.1% | +11.9% |
| 3M | +20.2% | +4.5% | +15.6% | +11.9% |
| 6M | +29.7% | +11.1% | +18.6% | +10.4% |
| YTD | +51.9% | +13.5% | +38.4% | +25.3% |
| 1Y | +66.0% | +14.5% | +51.5% | +35.9% |
| 3Y | +102.7% | +58.1% | +44.6% | +4.6% |
| All | +102.7% | +57.7% | +45.0% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling