+477.0%
FCX vs VUG
+1,203.7%
-726.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +0.6% |
| 7D | -0.8% | -1.1% | +0.3% | +1.0% |
| 30D | -15.1% | -7.0% | -8.1% | -5.3% |
| 3M | -9.6% | -3.7% | -5.9% | -4.4% |
| 6M | -3.1% | -1.6% | -1.4% | -0.1% |
| YTD | +23.4% | +5.1% | +18.3% | +15.9% |
| 1Y | +52.7% | +3.8% | +48.9% | +46.2% |
| 3Y | +91.4% | +79.9% | +11.5% | -20.9% |
| 5Y | +62.7% | +66.4% | -3.6% | -28.6% |
| 10Y | +395.9% | +405.3% | -9.4% | -67.6% |
| All | +477.0% | +1,203.7% | -726.7% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling