+303.7%
FCX vs VYM
+490.3%
-186.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +6.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.4% |
| 30D | +10.1% | -1.3% | +11.3% | +12.4% |
| 3M | +20.2% | +4.1% | +16.1% | +12.7% |
| 6M | +29.7% | +9.8% | +19.9% | +11.8% |
| YTD | +51.9% | +15.3% | +36.6% | +20.8% |
| 1Y | +66.0% | +20.0% | +46.0% | +24.0% |
| 3Y | +102.7% | +66.2% | +36.5% | -10.6% |
| 5Y | +138.9% | +77.5% | +61.3% | -2.1% |
| 10Y | +701.1% | +201.7% | +499.3% | +48.8% |
| All | +303.7% | +490.3% | -186.6% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling