+138.9%
FCX vs VXUS
+54.5%
+84.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +6.1% |
| 7D | +5.7% | +1.6% | +4.1% | +2.6% |
| 30D | +10.1% | +1.0% | +9.1% | +8.1% |
| 3M | +20.2% | +5.7% | +14.5% | +9.3% |
| 6M | +29.7% | +13.6% | +16.1% | +4.2% |
| YTD | +51.9% | +17.4% | +34.5% | +15.3% |
| 1Y | +66.0% | +25.1% | +40.9% | +12.8% |
| 3Y | +102.7% | +75.8% | +26.9% | -23.4% |
| 5Y | +138.9% | +55.4% | +83.5% | +17.5% |
| All | +138.9% | +54.5% | +84.4% | +17.5% |
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