+87.3%
FCX vs VXUS
+179.6%
-92.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.6% |
| 7D | -4.9% | +1.0% | -5.9% | -6.5% |
| 30D | +4.8% | +2.2% | +2.6% | +1.0% |
| 3M | +4.6% | +3.0% | +1.6% | +0.6% |
| 6M | +10.8% | +10.7% | +0.2% | -5.2% |
| YTD | +44.2% | +17.8% | +26.4% | +10.9% |
| 1Y | +59.6% | +27.6% | +32.0% | +7.6% |
| 3Y | +82.2% | +73.3% | +8.9% | -25.1% |
| 5Y | +115.6% | +54.3% | +61.3% | +13.5% |
| 10Y | +670.6% | +149.8% | +520.7% | +109.1% |
| All | +87.3% | +179.6% | -92.3% | -53.7% |
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