+102.7%
FCX vs VSH
+32.2%
+70.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.7% |
| 7D | +5.7% | +6.2% | -0.5% | +3.2% |
| 30D | +10.1% | -11.1% | +21.2% | +14.6% |
| 3M | +20.2% | -44.9% | +65.1% | +47.7% |
| 6M | +29.7% | +90.0% | -60.3% | -7.9% |
| YTD | +51.9% | +118.8% | -66.9% | +1.0% |
| 1Y | +66.0% | +109.0% | -43.0% | +11.7% |
| 3Y | +102.7% | +35.6% | +67.1% | +57.1% |
| All | +102.7% | +32.2% | +70.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling