+612.2%
FCX vs VYM
+209.2%
+403.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.4% |
| 7D | -2.3% | -0.8% | -1.5% | -0.9% |
| 30D | +2.7% | -2.2% | +4.9% | +6.7% |
| 3M | +7.4% | +3.1% | +4.3% | +2.1% |
| 6M | +16.0% | +9.7% | +6.3% | 0.0% |
| YTD | +40.9% | +14.9% | +26.0% | +12.5% |
| 1Y | +56.4% | +17.6% | +38.9% | +20.7% |
| 3Y | +84.2% | +65.3% | +18.9% | -18.6% |
| 5Y | +114.6% | +78.7% | +35.9% | -13.6% |
| All | +612.2% | +209.2% | +403.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling