+114.3%
FCX vs VST
+761.6%
-647.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.7% |
| 7D | -4.9% | +8.9% | -13.8% | -7.1% |
| 30D | +4.8% | +6.2% | -1.4% | +3.0% |
| 3M | +4.6% | -2.7% | +7.3% | +5.1% |
| 6M | +10.8% | -8.4% | +19.2% | +12.5% |
| YTD | +44.2% | -7.2% | +51.4% | +45.0% |
| 1Y | +59.6% | -20.9% | +80.5% | +66.0% |
| 3Y | +82.2% | +384.0% | -301.7% | -3.9% |
| All | +114.3% | +761.6% | -647.3% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling