+612.2%
FCX vs VTV
+234.5%
+377.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.4% |
| 7D | -2.3% | -1.1% | -1.2% | -0.4% |
| 30D | +2.7% | -1.0% | +3.7% | +4.5% |
| 3M | +7.4% | +4.6% | +2.7% | -0.5% |
| 6M | +16.0% | +13.5% | +2.5% | -5.6% |
| YTD | +40.9% | +18.5% | +22.4% | +6.9% |
| 1Y | +56.4% | +22.9% | +33.5% | +11.9% |
| 3Y | +84.2% | +67.8% | +16.4% | -20.6% |
| 5Y | +114.6% | +81.8% | +32.8% | -15.9% |
| All | +612.2% | +234.5% | +377.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling