+854.8%
FCX vs VSH
+163.1%
+691.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | 0.0% |
| 7D | -0.8% | +12.8% | -13.5% | -5.3% |
| 30D | -15.1% | -9.0% | -6.0% | -13.2% |
| 3M | -9.6% | -12.2% | +2.6% | -7.4% |
| 6M | -3.1% | -15.9% | +12.9% | -2.5% |
| YTD | +23.4% | +103.2% | -79.8% | -9.8% |
| 1Y | +52.7% | +108.4% | -55.8% | +10.4% |
| 3Y | +91.4% | +41.6% | +49.8% | +52.3% |
| 5Y | +62.7% | +54.6% | +8.2% | +25.0% |
| 10Y | +395.9% | +138.2% | +257.7% | +238.2% |
| All | +854.8% | +163.1% | +691.7% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling