+386.3%
FCX vs VT
+217.6%
+168.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.4% |
| 7D | -2.4% | -0.1% | -2.2% | -1.9% |
| 30D | -18.0% | -3.1% | -14.9% | -12.8% |
| 3M | -14.3% | -3.5% | -10.8% | -8.0% |
| 6M | -1.7% | +0.5% | -2.2% | -0.7% |
| YTD | +19.8% | +10.8% | +9.1% | +2.9% |
| 1Y | +48.6% | +11.9% | +36.8% | +25.6% |
| 3Y | +85.8% | +73.0% | +12.8% | -24.9% |
| 5Y | +72.2% | +58.6% | +13.6% | -16.1% |
| 10Y | +386.3% | +219.2% | +167.1% | -23.7% |
| All | +386.3% | +217.6% | +168.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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