+119.8%
FCX vs VSXY
+37.5%
+82.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +2.7% | -18.7% | +21.3% | +6.3% |
| 3M | +7.4% | -4.0% | +11.4% | +7.6% |
| 6M | +16.0% | +67.5% | -51.5% | +3.4% |
| YTD | +40.9% | +39.7% | +1.3% | +29.0% |
| 1Y | +56.4% | +180.0% | -123.5% | +25.4% |
| 3Y | +84.2% | +337.3% | -253.1% | +25.4% |
| 5Y | +114.6% | +22.7% | +92.0% | +73.9% |
| All | +119.8% | +37.5% | +82.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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