+72.2%
FCX vs VSH
+46.3%
+25.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -3.8% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | -18.0% | -21.3% | +3.3% | -10.6% |
| 3M | -14.3% | -18.9% | +4.6% | -8.8% |
| 6M | -1.7% | -21.4% | +19.7% | +0.3% |
| YTD | +19.8% | +86.8% | -67.0% | -21.1% |
| 1Y | +48.6% | +85.8% | -37.1% | -2.1% |
| 3Y | +85.8% | +30.1% | +55.7% | +37.0% |
| 5Y | +72.2% | +42.8% | +29.4% | +10.2% |
| All | +72.2% | +46.3% | +25.9% | +10.2% |
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