+663.9%
FCX vs VSH
+181.9%
+482.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | +3.1% | +3.5% | -0.4% | +1.1% |
| 30D | +8.1% | -4.4% | +12.5% | +10.1% |
| 3M | +18.9% | -45.8% | +64.7% | +58.8% |
| 6M | +26.6% | +90.1% | -63.5% | -22.3% |
| YTD | +51.2% | +120.3% | -69.2% | -16.1% |
| 1Y | +75.6% | +112.2% | -36.7% | -1.7% |
| 3Y | +101.7% | +36.6% | +65.1% | +37.1% |
| 5Y | +134.6% | +67.0% | +67.6% | +33.4% |
| All | +663.9% | +181.9% | +482.0% | +160.5% |
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