+115.0%
FCX vs VTV
+78.5%
+36.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -5.3% |
| 7D | -1.9% | -2.1% | +0.2% | +2.0% |
| 30D | +3.4% | -1.3% | +4.7% | +5.9% |
| 3M | +15.0% | +5.6% | +9.4% | +4.3% |
| 6M | +14.6% | +12.4% | +2.3% | -6.4% |
| YTD | +41.2% | +17.6% | +23.6% | +6.5% |
| 1Y | +60.4% | +23.5% | +36.9% | +11.3% |
| 3Y | +88.4% | +67.0% | +21.4% | -23.1% |
| 5Y | +115.0% | +80.5% | +34.5% | -21.9% |
| All | +115.0% | +78.5% | +36.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling