+130.2%
FCX vs VSXY
+19.2%
+111.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | +3.1% | -10.7% | +13.8% | +5.2% |
| 30D | +8.1% | -24.3% | +32.4% | +13.7% |
| 3M | +18.9% | +1.0% | +17.9% | +18.1% |
| 6M | +26.6% | +57.4% | -30.8% | +13.1% |
| YTD | +51.2% | +39.8% | +11.4% | +37.3% |
| 1Y | +75.6% | +196.5% | -120.9% | +36.5% |
| 3Y | +101.7% | +357.2% | -255.5% | +29.6% |
| All | +130.2% | +19.2% | +111.0% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling