+485.6%
FCX vs VT
+215.5%
+270.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.2% |
| 7D | -4.9% | -2.3% | -2.6% | -0.6% |
| 30D | -17.1% | -5.0% | -12.2% | -8.8% |
| 3M | -12.7% | -4.9% | -7.8% | -3.9% |
| 6M | -2.0% | -1.5% | -0.4% | +2.6% |
| YTD | +18.1% | +8.5% | +9.6% | +5.3% |
| 1Y | +55.2% | +11.4% | +43.8% | +32.3% |
| 3Y | +74.3% | +70.1% | +4.3% | -27.4% |
| 5Y | +71.9% | +53.7% | +18.2% | -11.4% |
| All | +485.6% | +215.5% | +270.1% | -7.4% |
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