+70.4%
FCX vs VT
+57.4%
+13.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.5% |
| 30D | -15.2% | -2.6% | -12.6% | -10.8% |
| 3M | -10.3% | -3.2% | -7.0% | -4.3% |
| 6M | +1.6% | +0.9% | +0.6% | +1.7% |
| YTD | +23.9% | +11.3% | +12.6% | +6.1% |
| 1Y | +58.0% | +14.0% | +44.0% | +30.2% |
| 3Y | +94.6% | +75.8% | +18.7% | -18.9% |
| 5Y | +70.4% | +57.8% | +12.5% | -13.0% |
| All | +70.4% | +57.4% | +13.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling