+383.2%
FCX vs VST
+1,153.0%
-769.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +4.4% | +19.2% | -14.7% | -1.7% |
| 30D | -16.3% | -17.2% | +0.8% | -11.5% |
| 3M | -12.5% | -8.1% | -4.3% | -11.1% |
| 6M | -8.0% | -8.1% | +0.1% | -6.9% |
| YTD | +20.1% | -16.3% | +36.4% | +23.6% |
| 1Y | +45.9% | -24.1% | +70.0% | +54.7% |
| 3Y | +86.2% | +300.2% | -214.0% | -13.9% |
| 5Y | +57.1% | +645.9% | -588.8% | -47.1% |
| All | +383.2% | +1,153.0% | -769.8% | +19.3% |
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