+485.6%
FCX vs VST
+1,112.0%
-626.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.6% | -7.9% | -0.9% |
| 7D | -4.9% | -9.8% | +4.9% | -2.2% |
| 30D | -17.1% | -25.1% | +8.0% | -9.4% |
| 3M | -12.7% | -11.6% | -1.1% | -10.1% |
| 6M | -2.0% | -20.9% | +19.0% | +4.2% |
| YTD | +18.1% | -22.3% | +40.4% | +24.6% |
| 1Y | +55.2% | -32.0% | +87.2% | +70.6% |
| 3Y | +74.3% | +262.4% | -188.1% | -16.4% |
| 5Y | +71.9% | +563.4% | -491.5% | -39.5% |
| All | +485.6% | +1,112.0% | -626.4% | +53.8% |
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