+517.0%
FCX vs VWO
+324.1%
+192.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | +3.1% | +0.2% | +2.9% | +2.8% |
| 30D | +8.1% | +0.9% | +7.2% | +7.0% |
| 3M | +18.9% | +4.3% | +14.7% | +13.4% |
| 6M | +26.6% | +10.5% | +16.1% | +13.2% |
| YTD | +51.2% | +13.4% | +37.8% | +31.4% |
| 1Y | +75.6% | +18.6% | +57.0% | +44.8% |
| 3Y | +101.7% | +65.8% | +35.9% | +11.8% |
| 5Y | +134.6% | +35.2% | +99.4% | +75.2% |
| 10Y | +724.2% | +116.6% | +607.5% | +279.4% |
| All | +517.0% | +324.1% | +192.9% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling