+138.9%
FCX vs VUG
+76.0%
+62.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.7% |
| 7D | +5.7% | +0.9% | +4.9% | +4.7% |
| 30D | +10.1% | -1.4% | +11.5% | +11.6% |
| 3M | +20.2% | +2.3% | +17.8% | +17.6% |
| 6M | +29.7% | +15.7% | +14.0% | +13.4% |
| YTD | +51.9% | +8.6% | +43.3% | +41.2% |
| 1Y | +66.0% | +14.1% | +51.9% | +47.7% |
| 3Y | +102.7% | +87.9% | +14.8% | +13.6% |
| 5Y | +138.9% | +76.3% | +62.5% | +34.1% |
| All | +138.9% | +76.0% | +62.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling