+612.2%
FCX vs VWO
+117.1%
+495.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.3% |
| 7D | -2.3% | -1.8% | -0.5% | +0.6% |
| 30D | +2.7% | -0.1% | +2.8% | +3.0% |
| 3M | +7.4% | +2.2% | +5.2% | +4.3% |
| 6M | +16.0% | +8.8% | +7.3% | +3.6% |
| YTD | +40.9% | +12.4% | +28.5% | +20.1% |
| 1Y | +56.4% | +15.6% | +40.9% | +28.4% |
| 3Y | +84.2% | +62.5% | +21.7% | -7.9% |
| 5Y | +114.6% | +34.3% | +80.4% | +47.9% |
| All | +612.2% | +117.1% | +495.1% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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