+396.6%
FCX vs VST
+1,143.1%
-746.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.4% |
| 7D | -0.8% | +10.9% | -11.7% | -4.2% |
| 30D | -15.1% | -15.6% | +0.5% | -10.7% |
| 3M | -9.6% | -7.8% | -1.8% | -8.3% |
| 6M | -3.1% | -12.0% | +8.9% | -0.5% |
| YTD | +23.4% | -16.9% | +40.4% | +27.4% |
| 1Y | +52.7% | -25.1% | +77.7% | +62.6% |
| 3Y | +91.4% | +297.1% | -205.7% | -11.3% |
| 5Y | +62.7% | +641.9% | -579.2% | -45.1% |
| All | +396.6% | +1,143.1% | -746.6% | +22.9% |
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