+124.9%
FCX vs VSXY
+37.4%
+87.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -4.9% | -14.0% | +9.1% | -2.4% |
| 30D | +4.8% | -15.9% | +20.7% | +7.8% |
| 3M | +4.6% | +3.4% | +1.2% | +3.4% |
| 6M | +10.8% | +25.9% | -15.1% | +3.7% |
| YTD | +44.2% | +39.5% | +4.7% | +32.0% |
| 1Y | +59.6% | +194.4% | -134.8% | +26.8% |
| 3Y | +82.2% | +281.4% | -199.2% | +27.5% |
| 5Y | +115.6% | +12.8% | +102.8% | +74.5% |
| All | +124.9% | +37.4% | +87.5% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling