+60.8%
FCX vs VXUS
+163.7%
-102.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.8% | +2.1% | -0.1% |
| 7D | -1.0% | +0.8% | -1.8% | -2.2% |
| 30D | -15.2% | -1.9% | -13.3% | -12.0% |
| 3M | -10.3% | -4.4% | -5.9% | -2.2% |
| 6M | +1.6% | -2.0% | +3.5% | +7.2% |
| YTD | +23.9% | +11.1% | +12.7% | +6.2% |
| 1Y | +58.0% | +15.1% | +43.0% | +27.7% |
| 3Y | +94.6% | +70.4% | +24.2% | -17.2% |
| 5Y | +70.4% | +47.2% | +23.2% | -2.4% |
| 10Y | +430.7% | +142.3% | +288.4% | +52.8% |
| All | +60.8% | +163.7% | -102.8% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling