+373.5%
FCX vs VSH
+115.4%
+258.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | +0.2% |
| 7D | -0.3% | +14.3% | -14.7% | -7.6% |
| 30D | -14.7% | -7.9% | -6.9% | -12.8% |
| 3M | -11.2% | -19.9% | +8.7% | -3.9% |
| 6M | -11.4% | -30.5% | +19.1% | -3.0% |
| YTD | +17.7% | +85.7% | -67.9% | -30.6% |
| 1Y | +47.5% | +98.9% | -51.4% | -17.0% |
| 3Y | +83.9% | +32.1% | +51.8% | +20.9% |
| 5Y | +54.0% | +39.7% | +14.3% | -6.6% |
| All | +373.5% | +115.4% | +258.2% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling