+724.2%
FCX vs VUG
+410.7%
+313.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | +8.1% | -1.7% | +9.8% | +10.1% |
| 3M | +18.9% | +2.8% | +16.1% | +15.2% |
| 6M | +26.6% | +13.6% | +13.0% | +10.3% |
| YTD | +51.2% | +8.1% | +43.1% | +39.5% |
| 1Y | +75.6% | +13.1% | +62.5% | +54.3% |
| 3Y | +101.7% | +87.0% | +14.8% | -2.2% |
| 5Y | +134.6% | +76.0% | +58.7% | +20.9% |
| 10Y | +724.2% | +420.5% | +303.7% | -18.8% |
| All | +724.2% | +410.7% | +313.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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