+460.2%
FCX vs VO
+822.0%
-361.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.4% | -0.2% | -2.2% | -1.8% |
| 30D | -18.0% | +0.5% | -18.4% | -18.4% |
| 3M | -14.3% | -1.1% | -13.2% | -12.6% |
| 6M | -1.7% | +6.4% | -8.1% | -10.0% |
| YTD | +19.8% | +13.5% | +6.3% | -0.5% |
| 1Y | +48.6% | +13.6% | +35.1% | +23.6% |
| 3Y | +85.8% | +65.2% | +20.6% | -13.6% |
| 5Y | +72.2% | +37.7% | +34.5% | +8.0% |
| 10Y | +386.3% | +198.4% | +187.9% | -4.3% |
| All | +460.2% | +822.0% | -361.8% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling