+931.2%
FCX vs VTEB
+26.0%
+905.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +3.1% | -0.7% | +3.8% | +3.7% |
| 30D | +8.1% | -2.1% | +10.2% | +10.1% |
| 3M | +18.9% | -2.7% | +21.6% | +21.7% |
| 6M | +26.6% | -2.1% | +28.7% | +29.1% |
| YTD | +51.2% | -1.1% | +52.3% | +53.0% |
| 1Y | +75.6% | +1.3% | +74.2% | +74.4% |
| 3Y | +101.7% | +9.0% | +92.7% | +88.8% |
| 5Y | +134.6% | +1.5% | +133.1% | +130.0% |
| 10Y | +724.2% | +18.5% | +705.6% | +866.3% |
| All | +931.2% | +26.0% | +905.2% | +1,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling