+430.7%
FCX vs VST
+1,219.3%
-788.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.3% | -2.4% | +2.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.5% |
| 30D | -15.2% | -17.1% | +1.8% | -10.4% |
| 3M | -10.3% | -4.6% | -5.7% | -10.0% |
| 6M | +1.6% | -9.1% | +10.6% | +3.1% |
| YTD | +23.9% | -16.6% | +40.5% | +27.7% |
| 1Y | +58.0% | -29.5% | +87.5% | +71.6% |
| 3Y | +94.6% | +297.5% | -202.9% | -9.9% |
| 5Y | +70.4% | +654.5% | -584.2% | -43.0% |
| 10Y | +430.7% | +1,205.2% | -774.6% | +30.4% |
| All | +430.7% | +1,219.3% | -788.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling