+53.6%
FCX vs VST
-30.9%
+84.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.3% | -2.4% | +2.7% |
| 7D | -1.0% | -0.5% | -0.5% | -1.6% |
| 30D | -15.2% | -17.1% | +1.8% | -10.8% |
| 3M | -10.3% | -4.6% | -5.7% | -10.0% |
| 6M | +1.6% | -9.1% | +10.6% | +3.0% |
| YTD | +23.9% | -16.6% | +40.5% | +26.6% |
| All | +53.6% | -30.9% | +84.5% | +63.3% |
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 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