+84.2%
FCX vs VTEB
+8.6%
+75.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.7% |
| 7D | -2.3% | -0.9% | -1.4% | -1.1% |
| 30D | +2.7% | -2.5% | +5.2% | +6.0% |
| 3M | +7.4% | -3.0% | +10.4% | +11.5% |
| 6M | +16.0% | -2.1% | +18.1% | +19.5% |
| YTD | +40.9% | -1.5% | +42.4% | +44.5% |
| 1Y | +56.4% | +0.2% | +56.3% | +58.4% |
| 3Y | +84.2% | +8.6% | +75.7% | +64.4% |
| All | +84.2% | +8.6% | +75.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 3y: compounded portfolio wealth divided by compounded VTEB 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…
3y analysis · Full analysis span regression · 6 months rolling