+59.6%
FCX vs VST
-20.6%
+80.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.9% |
| 7D | -4.9% | +8.9% | -13.8% | -7.4% |
| 30D | +4.8% | +6.2% | -1.4% | +2.7% |
| 3M | +4.6% | -2.7% | +7.3% | +5.0% |
| 6M | +10.8% | -8.4% | +19.2% | +12.2% |
| YTD | +44.2% | -7.2% | +51.4% | +44.1% |
| 1Y | +59.6% | -20.9% | +80.5% | +68.4% |
| All | +59.6% | -20.6% | +80.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling