+43.0%
FCX vs VT
+345.0%
-302.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -0.5% |
| 7D | -12.5% | -4.2% | -8.3% | -5.6% |
| 30D | -20.0% | -5.8% | -14.2% | -11.1% |
| 3M | -16.4% | -5.2% | -11.1% | -7.9% |
| 6M | +0.8% | +0.1% | +0.7% | +2.5% |
| YTD | +15.1% | +8.2% | +6.8% | +3.7% |
| 1Y | +45.3% | +10.1% | +35.2% | +27.6% |
| 3Y | +70.9% | +69.7% | +1.3% | -25.1% |
| 5Y | +67.5% | +53.4% | +14.1% | -10.1% |
| 10Y | +483.0% | +219.2% | +263.8% | +5.3% |
| All | +43.0% | +345.0% | -302.0% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling