+75.6%
FCX vs VUG
+13.3%
+62.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +3.1% | +0.1% | +3.0% | +2.8% |
| 30D | +8.1% | -1.7% | +9.8% | +10.7% |
| 3M | +18.9% | +2.8% | +16.1% | +14.0% |
| 6M | +26.6% | +13.6% | +13.0% | +6.3% |
| YTD | +51.2% | +8.1% | +43.1% | +34.8% |
| 1Y | +75.6% | +13.1% | +62.5% | +37.8% |
| All | +75.6% | +13.3% | +62.3% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling