+94.6%
FCX vs VO
+65.0%
+29.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +0.2% |
| 7D | -1.0% | -0.1% | -0.9% | -0.6% |
| 30D | -15.2% | +0.5% | -15.7% | -15.7% |
| 3M | -10.3% | -1.0% | -9.3% | -8.5% |
| 6M | +1.6% | +6.4% | -4.9% | -7.5% |
| YTD | +23.9% | +13.6% | +10.3% | +2.2% |
| 1Y | +58.0% | +14.5% | +43.6% | +29.0% |
| 3Y | +94.6% | +67.2% | +27.4% | -16.0% |
| All | +94.6% | +65.0% | +29.6% | -16.0% |
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