+70.4%
FCX vs VXUS
+46.7%
+23.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | -0.4% |
| 7D | -1.0% | +0.8% | -1.8% | -2.3% |
| 30D | -15.2% | -1.9% | -13.3% | -11.8% |
| 3M | -10.3% | -4.4% | -5.9% | -1.8% |
| 6M | +1.6% | -2.0% | +3.5% | +7.4% |
| YTD | +23.9% | +11.1% | +12.7% | +4.9% |
| 1Y | +58.0% | +15.1% | +43.0% | +25.7% |
| 3Y | +94.6% | +70.4% | +24.2% | -21.1% |
| 5Y | +70.4% | +47.2% | +23.2% | -6.2% |
| All | +70.4% | +46.7% | +23.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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