+74.3%
FCX vs VST
+264.2%
-189.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.6% | -7.9% | +0.1% |
| 7D | -4.9% | -9.8% | +4.9% | -2.9% |
| 30D | -17.1% | -25.1% | +8.0% | -11.6% |
| 3M | -12.7% | -11.6% | -1.1% | -10.7% |
| 6M | -2.0% | -20.9% | +19.0% | +2.6% |
| YTD | +18.1% | -22.3% | +40.4% | +23.0% |
| 1Y | +55.2% | -32.0% | +87.2% | +66.1% |
| 3Y | +74.3% | +262.4% | -188.1% | +34.9% |
| All | +74.3% | +264.2% | -189.9% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling