+92.5%
FCX vs VUG
+88.8%
+3.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | +4.8% | -0.3% | +5.1% | +5.1% |
| 3M | +4.6% | -0.7% | +5.3% | +5.8% |
| 6M | +10.8% | +14.6% | -3.8% | -3.7% |
| YTD | +44.2% | +9.0% | +35.2% | +32.0% |
| 1Y | +59.6% | +14.9% | +44.7% | +38.8% |
| All | +92.5% | +88.8% | +3.7% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling