+138.9%
FCX vs VSH
+65.5%
+73.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.8% |
| 7D | +5.7% | +6.2% | -0.5% | +2.9% |
| 30D | +10.1% | -11.1% | +21.2% | +15.2% |
| 3M | +20.2% | -44.9% | +65.1% | +51.3% |
| 6M | +29.7% | +90.0% | -60.3% | -12.4% |
| YTD | +51.9% | +118.8% | -66.9% | -5.1% |
| 1Y | +66.0% | +109.0% | -43.0% | +5.1% |
| 3Y | +102.7% | +35.6% | +67.1% | +52.8% |
| 5Y | +138.9% | +66.7% | +72.2% | +49.8% |
| All | +138.9% | +65.5% | +73.3% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling