+613.6%
FCX vs VSH
+179.3%
+434.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.6% | -6.1% |
| 7D | -1.9% | +3.1% | -4.9% | -3.6% |
| 30D | +3.4% | -5.7% | +9.1% | +6.1% |
| 3M | +15.0% | -42.5% | +57.5% | +48.4% |
| 6M | +14.6% | +82.7% | -68.0% | -28.0% |
| YTD | +41.2% | +118.2% | -77.0% | -21.2% |
| 1Y | +60.4% | +109.7% | -49.3% | -9.6% |
| 3Y | +88.4% | +35.3% | +53.1% | +28.8% |
| 5Y | +115.0% | +65.6% | +49.4% | +22.9% |
| All | +613.6% | +179.3% | +434.3% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling