+79.2%
FCX vs VT
+374.2%
-295.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -4.9% | +0.4% | -5.3% | -5.6% |
| 30D | +4.8% | +1.0% | +3.8% | +3.1% |
| 3M | +4.6% | +2.4% | +2.2% | +1.6% |
| 6M | +10.8% | +12.0% | -1.2% | -6.5% |
| YTD | +44.2% | +15.3% | +28.9% | +16.1% |
| 1Y | +59.6% | +22.6% | +37.0% | +16.7% |
| 3Y | +82.2% | +74.7% | +7.6% | -24.3% |
| 5Y | +115.6% | +66.1% | +49.5% | +0.9% |
| 10Y | +670.6% | +225.0% | +445.6% | +34.7% |
| All | +79.2% | +374.2% | -295.0% | -79.7% |
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 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