+610.2%
FCX vs VTV
+715.1%
-104.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.2% | +6.7% |
| 7D | +5.7% | +0.3% | +5.4% | +5.1% |
| 30D | +10.1% | +0.1% | +9.9% | +9.7% |
| 3M | +20.2% | +6.2% | +14.0% | +9.0% |
| 6M | +29.7% | +13.5% | +16.2% | +6.1% |
| YTD | +51.9% | +18.9% | +33.1% | +15.4% |
| 1Y | +66.0% | +25.8% | +40.2% | +15.2% |
| 3Y | +102.7% | +68.7% | +34.0% | -11.6% |
| 5Y | +138.9% | +80.3% | +58.5% | -2.9% |
| 10Y | +701.1% | +226.3% | +474.7% | +35.9% |
| All | +610.2% | +715.1% | -104.9% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling